Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240383.3306 | 183399.877 | 56983.4535 | 6972.8861 | -48974.4634 | 55947.3495 |
Total P&L (%) | 240.3833 | 183.3999 | 56.9835 | 6.9729 | -48.9745 | 55.9473 |
Avg Daily Profit (%) | 0.168 | 0.1282 | 0.0398 | 0.0047 | -0.047 | 0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76571 | -78349 | -29989 | -176666 | -176666 | -23085 |
Profit Factor | 1.4834 | 1.4513 | 1.6267 | 1.012 | 0.9042 | 1.7772 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 67.9612 | 64.7059 | 71.1538 | 67.9612 | 64.7059 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.6993 | 0.7916 | 0.6595 | 0.4771 | 0.4932 | 0.7205 |
Largest Winning Trade | 44731 | 44731 | 20886 | 57370 | 57370 | 20886 |
Largest Losing Trade | -76571 | -76571 | -24289 | -176666 | -176666 | -23085 |
Avg Bars in Trades | 80 | 159 | 3 | 80 | 159 | 3 |
Avg Bars in Winners | 33 | 68 | 2 | 33 | 68 | 2 |
Avg Bars in Losers | 181 | 326 | 6 | 181 | 326 | 6 |
Bars Traded | 8323 | 8131 | 192 | 8323 | 8131 | 192 |
Profit Streak | 27.9791 | 0 | 85.8124 | 27.9791 | 0 | 85.8124 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371031 | -200690 | -316742 | -557917 | -758927 | -328209 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 2.72885 } } }
# | 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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