Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2244288.3378 | 2249187.6298 | -4899.292 | 190281.9259 | 830536.1927 | -640254.2669 |
Total P&L (%) | 2244.2883 | 2249.1876 | -4.8993 | 190.2819 | 830.5362 | -640.2543 |
Avg Daily Profit (%) | 1.2112 | 1.2138 | -0.0026 | 0.0575 | 0.1205 | 0 |
Buy And Hold Return (%) | 142.378 | 142.378 | 142.378 | 142.378 | 142.378 | 142.378 |
Max Trade Drawdown | -134776 | -124708 | -50175 | -1492943 | -1400105 | -886860 |
Profit Factor | 3.7787 | 4.9933 | 0.98 | 1.0245 | 1.1572 | 0.7417 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 38.4615 | 31.0345 | 45.7627 | 38.4615 | 31.0345 | 45.7627 |
Ratio Avg Win / Avg Loss | 6.0459 | 11.0962 | 1.1614 | 1.6392 | 2.5715 | 0.879 |
Largest Winning Trade | 2115169 | 2115169 | 43829 | 1687721 | 1687721 | 346891 |
Largest Losing Trade | -57770 | -57770 | -50175 | -886860 | -508758 | -886860 |
Avg Bars in Trades | 30 | 52 | 9 | 30 | 52 | 9 |
Avg Bars in Winners | 52 | 113 | 12 | 52 | 113 | 12 |
Avg Bars in Losers | 16 | 25 | 5 | 16 | 25 | 5 |
Bars Traded | 3581 | 3048 | 533 | 3581 | 3048 | 533 |
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 | 584843 | -166393 | -757161 | -373836 | -266823 | -758828 |
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{ "first_band": { "type": "bbl", "factors": { "length": 185, "offset": 89, "std": 1.34535 } }, "second_band": { "type": "midprice", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 185, "offset": 89, "std": 1.34535 } }, "second_band": { "type": "midprice", "factors": { "length": 7, "offset": 0 } } }
# | 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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