Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897976.841 | 859832.139 | 38144.702 | 22547879.1996 | 21701359.3459 | 846519.8538 |
Total P&L (%) | 897.9768 | 859.8321 | 38.1447 | 22547.8792 | 21701.3593 | 846.5199 |
Avg Daily Profit (%) | 0.4823 | 0.4618 | 0.0205 | 0.2917 | 0.2896 | 0.1208 |
Buy And Hold Return (%) | 6585.3658 | 6585.3658 | 6585.3658 | 6585.3658 | 6585.3658 | 6585.3658 |
Max Trade Drawdown | -136961 | -137955 | -6075 | -12691091 | -12884803 | -462079 |
Profit Factor | 5.5104 | 6.1387 | 2.2008 | 2.4233 | 2.5343 | 1.4986 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Losing Trades | 15 | 4 | 11 | 15 | 4 | 11 |
Profitability (%) | 75.4098 | 86.6667 | 64.5161 | 75.4098 | 86.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.7969 | 0.9444 | 1.2104 | 0.7902 | 0.3899 | 0.8242 |
Largest Winning Trade | 184587 | 184587 | 11706 | 11460479 | 11460479 | 700068 |
Largest Losing Trade | -72202 | -72202 | -4966 | -6966529 | -6966529 | -429075 |
Avg Bars in Trades | 72 | 144 | 2 | 72 | 144 | 2 |
Avg Bars in Winners | 61 | 106 | 2 | 61 | 106 | 2 |
Avg Bars in Losers | 107 | 392 | 4 | 107 | 392 | 4 |
Bars Traded | 4429 | 4343 | 86 | 4429 | 4343 | 86 |
Profit Streak | 0 | 716.0796 | 0 | 0 | 716.0796 | 0 |
Trades During Streak | 0 | 11 | 0 | 0 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309864 | -143810 | -325795 | -154779 | 502202 | -195372 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 93, "offset": 0, "std": 2.91747 } } }
# | 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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