Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515437.0976 | 373822.439 | 141614.6585 | 1133409.1452 | 1611390.6866 | -477981.5414 |
Total P&L (%) | 515.4371 | 373.8224 | 141.6147 | 1133.4091 | 1611.3907 | -477.9815 |
Avg Daily Profit (%) | 0.3462 | 0.2511 | 0.0951 | 0.1689 | 0.1909 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100184 | -16890 | -143187 | -2229241 | -232840 | -2691502 |
Profit Factor | 2.1547 | 5.2891 | 1.3942 | 1.2109 | 2.6977 | 0.892 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Losing Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Profitability (%) | 37.6344 | 44.6809 | 30.4348 | 37.6344 | 44.6809 | 30.4348 |
Ratio Avg Win / Avg Loss | 3.5707 | 6.5484 | 3.1868 | 2.0067 | 3.34 | 2.0387 |
Largest Winning Trade | 200461 | 200461 | 75280 | 751675 | 437100 | 751675 |
Largest Losing Trade | -35408 | -11879 | -35408 | -995128 | -105911 | -995128 |
Avg Bars in Trades | 45 | 5 | 86 | 45 | 5 | 86 |
Avg Bars in Winners | 101 | 9 | 238 | 101 | 9 | 238 |
Avg Bars in Losers | 12 | 2 | 20 | 12 | 2 | 20 |
Bars Traded | 4258 | 259 | 3999 | 4258 | 259 | 3999 |
Profit Streak | 0 | 0 | 81.4345 | 0 | 0 | 81.4345 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317722 | 516788 | -71175 | 139030 | 410305 | -584977 |
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{ "first_band": { "type": "bbu", "factors": { "length": 75, "offset": 0, "std": 2.07988 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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