Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240408.8036 | 1149654.0454 | 90754.7581 | 2494505.5738 | 2645461.3043 | -150955.7305 |
Total P&L (%) | 1240.4088 | 1149.654 | 90.7548 | 2494.5056 | 2645.4613 | -150.9557 |
Avg Daily Profit (%) | 0.569 | 0.5274 | 0.0416 | 0.1495 | 0.1521 | 0 |
Buy And Hold Return (%) | 404.386 | 404.386 | 404.386 | 404.386 | 404.386 | 404.386 |
Max Trade Drawdown | -158485 | -106881 | -98280 | -6385252 | -3895583 | -3275649 |
Profit Factor | 2.783 | 3.2653 | 1.4823 | 1.1728 | 1.2688 | 0.9671 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 40.3361 | 33.8983 | 46.6667 | 40.3361 | 33.8983 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.1165 | 6.3673 | 1.694 | 1.7348 | 2.4743 | 1.1053 |
Largest Winning Trade | 688449 | 688449 | 27535 | 3912324 | 3912324 | 456952 |
Largest Losing Trade | -51734 | -51734 | -22217 | -854321 | -854321 | -847932 |
Avg Bars in Trades | 34 | 62 | 7 | 34 | 62 | 7 |
Avg Bars in Winners | 39 | 85 | 7 | 39 | 85 | 7 |
Avg Bars in Losers | 31 | 50 | 7 | 31 | 50 | 7 |
Bars Traded | 4135 | 3697 | 438 | 4135 | 3697 | 438 |
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 | 360333 | -169392 | -470966 | -26420 | -174892 | -749310 |
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{ "first_band": { "type": "dcl", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 204, "offset": 0, "std": 2.42277 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 204, "offset": 0, "std": 2.42277 } } }
# | 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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