Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5708.3495 | 314321.4403 | -308613.0908 | 10421047.4035 | 3438093.4147 | 6982953.9888 |
Total P&L (%) | 5.7084 | 314.3214 | -308.6131 | 10421.0474 | 3438.0934 | 6982.954 |
Avg Daily Profit (%) | 0.0023 | 0.1257 | -0.1234 | 0.1864 | 0.1427 | 0.1705 |
Buy And Hold Return (%) | 837.6408 | 837.6408 | 837.6408 | 837.6408 | 837.6408 | 837.6408 |
Max Trade Drawdown | -292850 | -60935 | -419447 | -2611464 | -1301073 | -1736273 |
Profit Factor | 1.0061 | 2.3099 | 0.5555 | 2.5257 | 2.0168 | 3.0246 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 75 | 38 | 37 | 69 | 34 | 35 |
Losing Trades | 55 | 27 | 28 | 61 | 31 | 30 |
Profitability (%) | 57.6923 | 58.4615 | 56.9231 | 53.0769 | 52.3077 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.7378 | 1.6412 | 0.4204 | 2.2329 | 1.8389 | 2.5925 |
Largest Winning Trade | 67622 | 67622 | 37710 | 5847606 | 2304247 | 5847606 |
Largest Losing Trade | -285930 | -44744 | -285930 | -912100 | -818408 | -912100 |
Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Winners | 32 | 33 | 31 | 37 | 36 | 38 |
Avg Bars in Losers | 44 | 34 | 53 | 37 | 31 | 43 |
Bars Traded | 4858 | 2203 | 2655 | 4858 | 2203 | 2655 |
Profit Streak | 33.5019 | 33.5019 | 38.5019 | 33.5019 | 33.5019 | 38.5019 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -568223 | -316624 | -710572 | 537383 | -131232 | -116630 |
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{ "first_band": { "type": "dcl", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 88, "offset": 0, "std": 1.80527 } } }
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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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