Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809434.2145 | 694274.8887 | 115159.3259 | 9404230.6579 | 13753346.9273 | -4349116.2694 |
Total P&L (%) | 809.4342 | 694.2749 | 115.1593 | 9404.2307 | 13753.3469 | -4349.1163 |
Avg Daily Profit (%) | 0.3237 | 0.2777 | 0.0461 | 0.1823 | 0.1974 | 0 |
Buy And Hold Return (%) | 787.9516 | 787.9516 | 787.9516 | 787.9516 | 787.9516 | 787.9516 |
Max Trade Drawdown | -82560 | -75062 | -47264 | -10332223 | -2972172 | -7360051 |
Profit Factor | 4.0783 | 4.8958 | 2.359 | 1.7719 | 4.0541 | 0.4337 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 55.6962 | 56.4103 | 55 | 55.6962 | 56.4103 | 55 |
Ratio Avg Win / Avg Loss | 3.2441 | 3.7831 | 1.9301 | 1.4095 | 3.1327 | 0.3548 |
Largest Winning Trade | 268864 | 268864 | 36875 | 11629134 | 11629134 | 1143321 |
Largest Losing Trade | -44819 | -44753 | -44819 | -7150642 | -2770243 | -7150642 |
Avg Bars in Trades | 89 | 156 | 23 | 89 | 156 | 23 |
Avg Bars in Winners | 84 | 140 | 28 | 84 | 140 | 28 |
Avg Bars in Losers | 95 | 178 | 17 | 95 | 178 | 17 |
Bars Traded | 7067 | 6122 | 945 | 7067 | 6122 | 945 |
Profit Streak | 100.8544 | 103.521 | 100.8544 | 100.8544 | 103.521 | 100.8544 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170662 | -147945 | -291165 | -19445 | 595058 | -579263 |
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{ "first_band": { "type": "bbl", "factors": { "length": 103, "offset": 0, "std": 3.18173 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 170 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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