Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805390.4435 | 754758.236 | 50632.2076 | 668910.7402 | 174086.8032 | 494823.9369 |
Total P&L (%) | 805.3904 | 754.7582 | 50.6322 | 668.9107 | 174.0868 | 494.8239 |
Avg Daily Profit (%) | 0.4361 | 0.4087 | 0.0274 | 0.1105 | 0.0546 | 0.0966 |
Buy And Hold Return (%) | 183.6051 | 183.6051 | 183.6051 | 183.6051 | 183.6051 | 183.6051 |
Max Trade Drawdown | -101895 | -102418 | -37980 | -1109485 | -1144664 | -424168 |
Profit Factor | 2.5456 | 3.042 | 1.3343 | 1.1321 | 1.0449 | 1.4162 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 55.5556 | 55.5556 | 55.5556 | 55.5556 | 55.5556 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0365 | 2.4336 | 1.0675 | 0.9057 | 0.836 | 1.133 |
Largest Winning Trade | 560009 | 560009 | 24906 | 900920 | 900920 | 235505 |
Largest Losing Trade | -67055 | -67055 | -26031 | -649515 | -649515 | -324058 |
Avg Bars in Trades | 59 | 100 | 18 | 59 | 100 | 18 |
Avg Bars in Winners | 57 | 97 | 17 | 57 | 97 | 17 |
Avg Bars in Losers | 63 | 105 | 20 | 63 | 105 | 20 |
Bars Traded | 5393 | 4542 | 851 | 5393 | 4542 | 851 |
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 | 503671 | 514621 | -320669 | -123440 | -457729 | -65525 |
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{ "first_band": { "type": "bbl", "factors": { "length": 54, "offset": 0, "std": 4.61902 } }, "second_band": { "type": "dcl", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 54, "offset": 0, "std": 4.61902 } }, "second_band": { "type": "dcl", "factors": { "length": 102, "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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