Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331404.0619 | 264572.7104 | 66831.3515 | -24609.6838 | -18066.0862 | -6543.5975 |
Total P&L (%) | 331.4041 | 264.5727 | 66.8314 | -24.6097 | -18.0661 | -6.5436 |
Avg Daily Profit (%) | 0.2076 | 0.1657 | 0.0419 | -0.0177 | -0.0125 | -0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140271 | -124522 | -116914 | -581610 | -410694 | -256455 |
Profit Factor | 1.3733 | 1.648 | 1.1394 | 0.9885 | 0.9846 | 0.9933 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 63.4921 | 63.8298 | 63.1579 | 63.4921 | 63.8298 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.7896 | 0.9339 | 0.6646 | 0.5684 | 0.5579 | 0.5794 |
Largest Winning Trade | 57586 | 57586 | 50688 | 139195 | 139195 | 90903 |
Largest Losing Trade | -66622 | -66622 | -58036 | -410694 | -410694 | -152952 |
Avg Bars in Trades | 48 | 74 | 23 | 48 | 74 | 23 |
Avg Bars in Winners | 30 | 42 | 19 | 30 | 42 | 19 |
Avg Bars in Losers | 80 | 130 | 31 | 80 | 130 | 31 |
Bars Traded | 9250 | 6975 | 2275 | 9250 | 6975 | 2275 |
Profit Streak | 0 | 24.8765 | 0 | 0 | 24.8765 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334424 | 392514 | -204412 | -578039 | -577546 | -579095 |
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{ "first_band": { "type": "bbl", "factors": { "length": 227, "offset": 0, "std": 2.65755 } }, "second_band": { "type": "sma", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 227, "offset": 0, "std": 2.65755 } }, "second_band": { "type": "sma", "factors": { "length": 196, "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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