Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762137.636 | 633848.743 | 128288.893 | 8304553.598 | 8097755.9526 | 206797.6454 |
Total P&L (%) | 762.1376 | 633.8487 | 128.2889 | 8304.5536 | 8097.756 | 206.7976 |
Avg Daily Profit (%) | 0.3048 | 0.2535 | 0.0513 | 0.1774 | 0.1764 | 0.0448 |
Buy And Hold Return (%) | 852.7121 | 852.7121 | 852.7121 | 852.7121 | 852.7121 | 852.7121 |
Max Trade Drawdown | -96032 | -101541 | -84199 | -3007151 | -1114521 | -3763978 |
Profit Factor | 2.6852 | 3.4953 | 1.6471 | 2.1073 | 4.0703 | 1.0425 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 68.4211 | 68.0851 | 68.75 | 68.4211 | 68.0851 | 68.75 |
Ratio Avg Win / Avg Loss | 1.2393 | 1.6384 | 0.7487 | 0.9726 | 1.9079 | 0.4739 |
Largest Winning Trade | 157405 | 157405 | 25484 | 3144075 | 3144075 | 1098748 |
Largest Losing Trade | -51830 | -51830 | -33783 | -1450542 | -484459 | -1450542 |
Avg Bars in Trades | 48 | 78 | 17 | 48 | 78 | 17 |
Avg Bars in Winners | 34 | 49 | 20 | 34 | 49 | 20 |
Avg Bars in Losers | 77 | 142 | 12 | 77 | 142 | 12 |
Bars Traded | 4562 | 3703 | 859 | 4562 | 3703 | 859 |
Profit Streak | 113.8828 | 113.8828 | 237.8828 | 113.8828 | 113.8828 | 237.8828 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148416 | -146818 | -285637 | 485670 | 674181 | -470004 |
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{ "first_band": { "type": "bbl", "factors": { "length": 13, "offset": 0, "std": 2.71026 } }, "second_band": { "type": "midprice", "factors": { "length": 157, "offset": 0 } } }
# | 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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