Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797586.2837 | 694669.8275 | 102916.4561 | 8405180.7553 | 27090689.644 | -18685508.8887 |
Total P&L (%) | 797.5863 | 694.6698 | 102.9165 | 8405.1808 | 27090.6896 | -18685.5089 |
Avg Daily Profit (%) | 0.319 | 0.2778 | 0.0412 | 0.1779 | 0.2244 | 0 |
Buy And Hold Return (%) | 929.3361 | 929.3361 | 929.3361 | 929.3361 | 929.3361 | 929.3361 |
Max Trade Drawdown | -147430 | -56275 | -181051 | -36282554 | -10916006 | -43253924 |
Profit Factor | 2.8001 | 6.9353 | 1.3156 | 1.099 | 2.2047 | 0.7008 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 60.241 | 65.8537 | 54.7619 | 60.241 | 65.8537 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.848 | 3.5961 | 1.0868 | 0.7253 | 1.1432 | 0.5789 |
Largest Winning Trade | 178245 | 178245 | 56560 | 11487897 | 6595037 | 11487897 |
Largest Losing Trade | -55339 | -22566 | -55339 | -21738571 | -4781762 | -21738571 |
Avg Bars in Trades | 55 | 40 | 71 | 55 | 40 | 71 |
Avg Bars in Winners | 66 | 44 | 93 | 66 | 44 | 93 |
Avg Bars in Losers | 39 | 32 | 44 | 39 | 32 | 44 |
Bars Traded | 4640 | 1655 | 2985 | 4640 | 1655 | 2985 |
Profit Streak | 117.3577 | 117.3577 | 179.3577 | 117.3577 | 117.3577 | 179.3577 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149699 | -145891 | -301896 | -103805 | 503484 | -579146 |
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{ "first_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 3.58732 } }, "second_band": { "type": "dcu", "factors": { "length": 168, "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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