Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697944.7847 | 567593.4782 | 130351.3065 | 8918933.9978 | 7161509.2301 | 1757424.7677 |
Total P&L (%) | 697.9448 | 567.5935 | 130.3513 | 8918.934 | 7161.5092 | 1757.4248 |
Avg Daily Profit (%) | 0.2791 | 0.2269 | 0.0521 | 0.1802 | 0.1715 | 0.1169 |
Buy And Hold Return (%) | 918.8841 | 918.8841 | 918.8841 | 918.8841 | 918.8841 | 918.8841 |
Max Trade Drawdown | -92487 | -76456 | -40349 | -1795656 | -558245 | -1725271 |
Profit Factor | 3.0573 | 4.2033 | 1.8043 | 3.2444 | 8.1266 | 1.5919 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 61.8557 | 54.1667 | 69.3878 | 61.8557 | 54.1667 | 69.3878 |
Ratio Avg Win / Avg Loss | 1.8853 | 3.5566 | 0.796 | 2.0007 | 6.8764 | 0.7023 |
Largest Winning Trade | 134966 | 134966 | 24173 | 2350030 | 2350030 | 844826 |
Largest Losing Trade | -35919 | -35919 | -31419 | -1541886 | -264229 | -1541886 |
Avg Bars in Trades | 46 | 85 | 9 | 46 | 85 | 9 |
Avg Bars in Winners | 27 | 51 | 9 | 27 | 51 | 9 |
Avg Bars in Losers | 77 | 125 | 8 | 77 | 125 | 8 |
Bars Traded | 4537 | 4081 | 456 | 4537 | 4081 | 456 |
Profit Streak | 54.6405 | 54.6405 | 249.1405 | 54.6405 | 54.6405 | 249.1405 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148023 | -149107 | -284159 | 621716 | 630481 | -39516 |
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{ "first_band": { "type": "bbl", "factors": { "length": 13, "offset": 0, "std": 4.72302 } }, "second_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } } }
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# | 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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