Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770408.3999 | 661385.4927 | 109022.9072 | 6236103.8444 | 5487672.107 | 748431.7374 |
Total P&L (%) | 770.4084 | 661.3855 | 109.0229 | 6236.1038 | 5487.6721 | 748.4317 |
Avg Daily Profit (%) | 0.3081 | 0.2645 | 0.0436 | 0.1661 | 0.161 | 0.0855 |
Buy And Hold Return (%) | 669.8606 | 669.8606 | 669.8606 | 669.8606 | 669.8606 | 669.8606 |
Max Trade Drawdown | -104990 | -63523 | -34705 | -2643761 | -1524504 | -1213212 |
Profit Factor | 3.6983 | 4.1868 | 2.3982 | 2.4678 | 3.0193 | 1.4889 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 60.3175 | 51.6129 | 68.75 | 60.3175 | 51.6129 | 68.75 |
Ratio Avg Win / Avg Loss | 2.4331 | 3.9251 | 1.0901 | 1.6236 | 2.8306 | 0.6768 |
Largest Winning Trade | 276943 | 276943 | 23871 | 3577834 | 3577834 | 1027226 |
Largest Losing Trade | -49756 | -49756 | -19085 | -1136373 | -1136373 | -1119256 |
Avg Bars in Trades | 71 | 129 | 16 | 71 | 129 | 16 |
Avg Bars in Winners | 63 | 125 | 18 | 63 | 125 | 18 |
Avg Bars in Losers | 84 | 133 | 10 | 84 | 133 | 10 |
Bars Traded | 4527 | 4011 | 515 | 4527 | 4011 | 515 |
Profit Streak | 35.536 | 0 | 46.036 | 35.536 | 0 | 46.036 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -252396 | -149821 | -293759 | -136668 | 491080 | -204807 |
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{ "first_band": { "type": "bbl", "factors": { "length": 244, "offset": 0, "std": 1.76372 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 244, "offset": 0, "std": 1.76372 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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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