Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368282.3788 | 345186.1367 | 23096.2421 | 427435.8162 | 421544.804 | 5891.0122 |
Total P&L (%) | 368.2824 | 345.1861 | 23.0962 | 427.4358 | 421.5448 | 5.891 |
Avg Daily Profit (%) | 0.1768 | 0.1657 | 0.0111 | 0.0798 | 0.0793 | 0.0027 |
Buy And Hold Return (%) | 20.9253 | 20.9253 | 20.9253 | 20.9253 | 20.9253 | 20.9253 |
Max Trade Drawdown | -134399 | -125744 | -25222 | -1572508 | -1483395 | -186566 |
Profit Factor | 1.7776 | 2.0555 | 1.1576 | 1.1267 | 1.164 | 1.0073 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 56.3025 | 59.322 | 53.3333 | 56.3025 | 59.322 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.3796 | 1.4095 | 1.0129 | 0.8744 | 0.7982 | 0.8814 |
Largest Winning Trade | 91163 | 91163 | 19360 | 844101 | 844101 | 129803 |
Largest Losing Trade | -60555 | -60555 | -15644 | -1093283 | -1093283 | -82845 |
Avg Bars in Trades | 203 | 382 | 28 | 203 | 382 | 28 |
Avg Bars in Winners | 194 | 346 | 27 | 194 | 346 | 27 |
Avg Bars in Losers | 216 | 434 | 29 | 216 | 434 | 29 |
Bars Traded | 24246 | 22556 | 1690 | 24246 | 22556 | 1690 |
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 | 389354 | -165347 | -527191 | -168085 | -304327 | -737529 |
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{ "first_band": { "type": "bbl", "factors": { "length": 71, "offset": 0, "std": 2.50249 } }, "second_band": { "type": "midpoint", "factors": { "length": 202, "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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