Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416016.4082 | 381711.8672 | 34304.541 | 19879.1329 | 19188.8449 | 690.288 |
Total P&L (%) | 416.0164 | 381.7119 | 34.3045 | 19.8791 | 19.1888 | 0.6903 |
Avg Daily Profit (%) | 0.2227 | 0.2043 | 0.0184 | 0.0097 | 0.0094 | 0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190257 | -195565 | -46921 | -435615 | -464510 | -106126 |
Profit Factor | 1.7105 | 1.8026 | 1.3121 | 1.0186 | 1.0223 | 1.0033 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 65.8228 | 66.6667 | 65 | 65.8228 | 66.6667 | 65 |
Ratio Avg Win / Avg Loss | 0.8881 | 0.9013 | 0.7065 | 0.5289 | 0.5111 | 0.5403 |
Largest Winning Trade | 81662 | 81662 | 19045 | 111425 | 111425 | 40327 |
Largest Losing Trade | -70849 | -70849 | -42782 | -317646 | -317646 | -106126 |
Avg Bars in Trades | 87 | 174 | 2 | 87 | 174 | 2 |
Avg Bars in Winners | 51 | 100 | 2 | 51 | 100 | 2 |
Avg Bars in Losers | 157 | 323 | 3 | 157 | 323 | 3 |
Bars Traded | 6921 | 6824 | 97 | 6921 | 6824 | 97 |
Profit Streak | 89.5232 | 89.5232 | 151.7732 | 89.5232 | 89.5232 | 151.7732 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19308 | 397414 | -169344 | -416134 | -382650 | -573396 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 250, "offset": 0, "std": 2.91666 } } }
# | 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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