Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152706.1406 | 12997.455 | 139708.6855 | 121464.3512 | 5934.7768 | 115529.5744 |
Total P&L (%) | 152.7061 | 12.9975 | 139.7087 | 121.4644 | 5.9348 | 115.5296 |
Avg Daily Profit (%) | 0.2932 | 0.025 | 0.2682 | 0.1528 | 0.0111 | 0.1476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89825 | -71480 | -45033 | -185210 | -72688 | -140624 |
Profit Factor | 1.3905 | 1.0721 | 1.6632 | 1.1895 | 1.0231 | 1.3012 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 61.8644 | 52.5424 | 71.1864 | 61.8644 | 52.5424 | 71.1864 |
Ratio Avg Win / Avg Loss | 0.8572 | 0.9683 | 0.6732 | 0.7333 | 0.9241 | 0.5267 |
Largest Winning Trade | 38911 | 21895 | 38911 | 53092 | 53092 | 35630 |
Largest Losing Trade | -39497 | -26908 | -39497 | -128171 | -40659 | -128171 |
Avg Bars in Trades | 205 | 129 | 280 | 205 | 129 | 280 |
Avg Bars in Winners | 161 | 99 | 207 | 161 | 99 | 207 |
Avg Bars in Losers | 275 | 162 | 461 | 275 | 162 | 461 |
Bars Traded | 24192 | 7638 | 16554 | 24192 | 7638 | 16554 |
Profit Streak | 8.4353 | 0 | 9.9978 | 8.4353 | 0 | 9.9978 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336316 | -551907 | -164822 | -4536 | -717567 | -171045 |
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{ "first_band": { "type": "bbl", "factors": { "length": 175, "offset": 0, "std": 1.40184 } }, "second_band": { "type": "dcl", "factors": { "length": 212, "offset": 126 } } }
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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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