Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138058.3547 | 202617.0611 | -64558.7064 | -80766.1236 | 80983.3355 | -161749.4591 |
Total P&L (%) | 138.0584 | 202.6171 | -64.5587 | -80.7661 | 80.9833 | -161.7495 |
Avg Daily Profit (%) | 0.1269 | 0.1862 | -0.0593 | -0.1514 | 0.0545 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181529 | -101665 | -103889 | -477599 | -283571 | -251556 |
Profit Factor | 1.2484 | 1.6049 | 0.7077 | 0.9169 | 1.1418 | 0.5957 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 50 | 51.3514 | 48.6486 | 50 | 51.3514 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.2484 | 1.5204 | 0.747 | 0.9169 | 1.0817 | 0.6288 |
Largest Winning Trade | 282912 | 282912 | 18676 | 308841 | 308841 | 78068 |
Largest Losing Trade | -64416 | -64416 | -41156 | -192047 | -192047 | -94222 |
Avg Bars in Trades | 84 | 130 | 37 | 84 | 130 | 37 |
Avg Bars in Winners | 72 | 110 | 31 | 72 | 110 | 31 |
Avg Bars in Losers | 96 | 151 | 44 | 96 | 151 | 44 |
Bars Traded | 6231 | 4829 | 1402 | 6231 | 4829 | 1402 |
Profit Streak | 0 | 0 | 154.2106 | 0 | 0 | 154.2106 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92678 | 385963 | -579945 | -649555 | -184527 | -579945 |
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{ "first_band": { "type": "bbl", "factors": { "length": 166, "offset": 0, "std": 4.64209 } }, "second_band": { "type": "dcl", "factors": { "length": 197, "offset": 0 } } }
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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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