Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196287.366 | 144419.9662 | 51867.3998 | 5704.6653 | -61761.9408 | 67466.6061 |
Total P&L (%) | 196.2874 | 144.42 | 51.8674 | 5.7047 | -61.7619 | 67.4666 |
Avg Daily Profit (%) | 0.1904 | 0.1401 | 0.0503 | 0.0054 | -0.0932 | 0.05 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79815 | -90798 | -34128 | -234456 | -255595 | -49238 |
Profit Factor | 1.5871 | 1.5544 | 1.7023 | 1.0089 | 0.8859 | 1.6923 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Losing Trades | 22 | 7 | 15 | 22 | 7 | 15 |
Profitability (%) | 76.8421 | 85.1064 | 68.75 | 76.8421 | 85.1064 | 68.75 |
Ratio Avg Win / Avg Loss | 0.4783 | 0.272 | 0.7738 | 0.3041 | 0.155 | 0.7692 |
Largest Winning Trade | 47860 | 47860 | 16727 | 32461 | 32461 | 15328 |
Largest Losing Trade | -71485 | -71485 | -33142 | -159749 | -159749 | -48185 |
Avg Bars in Trades | 39 | 74 | 5 | 39 | 74 | 5 |
Avg Bars in Winners | 15 | 24 | 3 | 15 | 24 | 3 |
Avg Bars in Losers | 120 | 361 | 8 | 120 | 361 | 8 |
Bars Traded | 3764 | 3523 | 241 | 3764 | 3523 | 241 |
Profit Streak | 88.0416 | 91.2916 | 88.0416 | 88.0416 | 91.2916 | 88.0416 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472566 | -637 | -122732 | -558360 | -575351 | -122090 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 189, "offset": 0, "std": 2.09916 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 189, "offset": 0, "std": 2.09916 } } }
# | 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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