Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395448.7338 | 312900.8636 | 82547.8701 | 354405.7905 | 575438.6668 | -221032.8763 |
Total P&L (%) | 395.4487 | 312.9009 | 82.5479 | 354.4058 | 575.4387 | -221.0329 |
Avg Daily Profit (%) | 0.1657 | 0.1311 | 0.0346 | 0.0634 | 0.0801 | 0 |
Buy And Hold Return (%) | 35.048 | 35.048 | 35.048 | 35.048 | 35.048 | 35.048 |
Max Trade Drawdown | -121014 | -135893 | -75750 | -697367 | -449966 | -469652 |
Profit Factor | 1.6502 | 1.8343 | 1.354 | 1.1863 | 1.5682 | 0.7516 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 63.6364 | 63.3333 | 63.9344 | 63.6364 | 63.3333 | 63.9344 |
Ratio Avg Win / Avg Loss | 0.943 | 1.062 | 0.7638 | 0.6779 | 0.9079 | 0.424 |
Largest Winning Trade | 87226 | 87226 | 19831 | 246991 | 246991 | 84698 |
Largest Losing Trade | -61833 | -61833 | -30549 | -306122 | -306122 | -232937 |
Avg Bars in Trades | 57 | 103 | 12 | 57 | 103 | 12 |
Avg Bars in Winners | 31 | 49 | 14 | 31 | 49 | 14 |
Avg Bars in Losers | 103 | 197 | 9 | 103 | 197 | 9 |
Bars Traded | 6969 | 6216 | 753 | 6969 | 6216 | 753 |
Profit Streak | 0 | 14.7675 | 0 | 0 | 14.7675 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351503 | -182494 | -312059 | -123406 | -252439 | -740374 |
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{ "first_band": { "type": "bbl", "factors": { "length": 17, "offset": 0, "std": 4.0321 } }, "second_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 4.73837 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 17, "offset": 0, "std": 4.0321 } }, "second_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 4.73837 } } }
# | 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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