Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501814.4699 | 443390.4068 | 58424.0631 | -21828.3567 | -61593.853 | 39765.4962 |
Total P&L (%) | 501.8145 | 443.3904 | 58.4241 | -21.8284 | -61.5939 | 39.7655 |
Avg Daily Profit (%) | 0.2186 | 0.1931 | 0.0255 | -0.0107 | -0.0417 | 0.0146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205077 | -215292 | -75790 | -117185 | -118021 | -18708 |
Profit Factor | 1.3224 | 1.4267 | 1.1129 | 0.9659 | 0.8651 | 1.2173 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 182 | 87 | 95 | 182 | 87 | 95 |
Losing Trades | 183 | 95 | 88 | 183 | 95 | 88 |
Profitability (%) | 49.863 | 47.8022 | 51.9126 | 49.863 | 47.8022 | 51.9126 |
Ratio Avg Win / Avg Loss | 1.3297 | 1.5579 | 1.0309 | 0.9712 | 0.9447 | 1.1276 |
Largest Winning Trade | 317068 | 317068 | 27809 | 61526 | 61526 | 13794 |
Largest Losing Trade | -44569 | -44569 | -27138 | -39546 | -39546 | -13491 |
Avg Bars in Trades | 37 | 59 | 14 | 37 | 59 | 14 |
Avg Bars in Winners | 38 | 63 | 15 | 38 | 63 | 15 |
Avg Bars in Losers | 35 | 55 | 13 | 35 | 55 | 13 |
Bars Traded | 13589 | 10847 | 2742 | 13589 | 10847 | 2742 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369802 | 326693 | -255061 | -578923 | -581235 | -175095 |
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{ "first_band": { "type": "bbl", "factors": { "length": 51, "offset": 0, "std": 3.51642 } }, "second_band": { "type": "dcl", "factors": { "length": 70, "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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