Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322074.2453 | 289951.1391 | 32123.1062 | 133470.2507 | 41003.6611 | 92466.5896 |
Total P&L (%) | 322.0742 | 289.9511 | 32.1231 | 133.4703 | 41.0037 | 92.4666 |
Avg Daily Profit (%) | 0.2977 | 0.268 | 0.0297 | 0.0784 | 0.0318 | 0.0605 |
Buy And Hold Return (%) | 12.0397 | 12.0397 | 12.0397 | 12.0397 | 12.0397 | 12.0397 |
Max Trade Drawdown | -126670 | -96437 | -52379 | -647893 | -441753 | -262538 |
Profit Factor | 1.791 | 2.115 | 1.2183 | 1.0713 | 1.0329 | 1.148 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 46.7742 | 48.3871 | 45.1613 | 46.7742 | 48.3871 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.038 | 2.256 | 1.4794 | 1.2191 | 1.1018 | 1.394 |
Largest Winning Trade | 249059 | 249059 | 27472 | 364171 | 364171 | 128894 |
Largest Losing Trade | -40684 | -40684 | -27812 | -321850 | -321850 | -135155 |
Avg Bars in Trades | 46 | 69 | 23 | 46 | 69 | 23 |
Avg Bars in Winners | 55 | 76 | 34 | 55 | 76 | 34 |
Avg Bars in Losers | 38 | 63 | 15 | 38 | 63 | 15 |
Bars Traded | 2892 | 2161 | 731 | 2892 | 2161 | 731 |
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 | -147901 | 416053 | -158686 | -390094 | -338209 | -171468 |
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{ "first_band": { "type": "bbl", "factors": { "length": 80, "offset": 76, "std": 3.41012 } }, "second_band": { "type": "dcl", "factors": { "length": 132, "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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