Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92437.1612 | 55395.2992 | 37041.862 | 48957.8287 | 40408.9835 | 8548.8451 |
Total P&L (%) | 92.4372 | 55.3953 | 37.0419 | 48.9578 | 40.409 | 8.5488 |
Avg Daily Profit (%) | 1.0648 | 0.6381 | 0.4267 | 0.4601 | 0.3917 | 0.0945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91243 | -61398 | -33811 | -77153 | -50242 | -31598 |
Profit Factor | 1.2872 | 1.3595 | 1.2209 | 1.1726 | 1.3049 | 1.0566 |
Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
Winning Trades | 316 | 148 | 168 | 316 | 148 | 168 |
Losing Trades | 300 | 160 | 140 | 300 | 160 | 140 |
Profitability (%) | 51.2987 | 48.0519 | 54.5455 | 51.2987 | 48.0519 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2221 | 1.4697 | 1.0174 | 1.1132 | 1.4107 | 0.8805 |
Largest Winning Trade | 103727 | 103727 | 58209 | 76132 | 76132 | 27004 |
Largest Losing Trade | -18526 | -18526 | -5387 | -10549 | -10549 | -6773 |
Avg Bars in Trades | 40 | 29 | 50 | 40 | 29 | 50 |
Avg Bars in Winners | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Losers | 46 | 32 | 63 | 46 | 32 | 63 |
Bars Traded | 24695 | 9214 | 15481 | 24695 | 9214 | 15481 |
Profit Streak | 0.3542 | 1 | 0 | 0.3542 | 1 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390029 | 247523 | 229371 | -24427 | 116067 | -392824 |
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{ "first_band": { "type": "bbl", "factors": { "length": 234, "offset": 0, "std": 4.73793 } }, "second_band": { "type": "dcl", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 234, "offset": 0, "std": 4.73793 } }, "second_band": { "type": "dcl", "factors": { "length": 182, "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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