Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1709133.2493 | 1566169.8861 | 142963.3633 | 134138363.7515 | 65200979.9999 | 68937383.7517 |
Total P&L (%) | 1709.1332 | 1566.1699 | 142.9634 | 134138.3638 | 65200.98 | 68937.3838 |
Avg Daily Profit (%) | 0.7539 | 0.6909 | 0.0631 | 0.3182 | 0.2863 | 0.2888 |
Buy And Hold Return (%) | 11402.9977 | 11402.9977 | 11402.9977 | 11402.9977 | 11402.9977 | 11402.9977 |
Max Trade Drawdown | -67134 | -100909 | -39530 | -58964184 | -56685576 | -16980647 |
Profit Factor | 5.4799 | 8.6529 | 1.8083 | 1.7798 | 1.5425 | 2.3302 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 59.1398 | 54.3478 | 63.8298 | 59.1398 | 54.3478 | 63.8298 |
Ratio Avg Win / Avg Loss | 3.7861 | 7.2684 | 1.0247 | 1.2297 | 1.2957 | 1.3205 |
Largest Winning Trade | 771279 | 771279 | 24883 | 60908721 | 60908721 | 18979323 |
Largest Losing Trade | -49850 | -49850 | -24304 | -56101695 | -56101695 | -14004848 |
Avg Bars in Trades | 66 | 115 | 18 | 66 | 115 | 18 |
Avg Bars in Winners | 37 | 55 | 23 | 37 | 55 | 23 |
Avg Bars in Losers | 107 | 186 | 8 | 107 | 186 | 8 |
Bars Traded | 6146 | 5290 | 856 | 6146 | 5290 | 856 |
Profit Streak | 117.9306 | 0 | 118.2639 | 117.9306 | 0 | 118.2639 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142861 | -144379 | -269464 | 479132 | 364447 | 511295 |
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{ "first_band": { "type": "bbl", "factors": { "length": 162, "offset": 0, "std": 4.29936 } }, "second_band": { "type": "midpoint", "factors": { "length": 203, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 162, "offset": 0, "std": 4.29936 } }, "second_band": { "type": "midpoint", "factors": { "length": 203, "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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