Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1730710.496 | 1762061.943 | -31351.447 | 120841.0536 | 1626242.5599 | -1505401.5063 |
Total P&L (%) | 1730.7105 | 1762.0619 | -31.3514 | 120.8411 | 1626.2426 | -1505.4015 |
Avg Daily Profit (%) | 0.7643 | 0.7781 | -0.0138 | 0.035 | 0.1259 | 0 |
Buy And Hold Return (%) | 196.6527 | 196.6527 | 196.6527 | 196.6527 | 196.6527 | 196.6527 |
Max Trade Drawdown | -184271 | -142101 | -148915 | -3431586 | -1990283 | -1794285 |
Profit Factor | 2.4034 | 3.8307 | 0.9487 | 1.012 | 1.3236 | 0.7014 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 41.5929 | 38.0531 | 45.1327 | 41.5929 | 38.0531 | 45.1327 |
Ratio Avg Win / Avg Loss | 3.375 | 6.236 | 1.1533 | 1.4211 | 2.1546 | 0.8527 |
Largest Winning Trade | 1512083 | 1512083 | 35238 | 3346917 | 3346917 | 427817 |
Largest Losing Trade | -59683 | -36275 | -59683 | -760331 | -760331 | -715042 |
Avg Bars in Trades | 19 | 24 | 14 | 19 | 24 | 14 |
Avg Bars in Winners | 28 | 38 | 19 | 28 | 38 | 19 |
Avg Bars in Losers | 13 | 15 | 10 | 13 | 15 | 10 |
Bars Traded | 4412 | 2774 | 1638 | 4412 | 2774 | 1638 |
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 | 562698 | 550603 | -580980 | -521060 | -27845 | -582646 |
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{ "first_band": { "type": "midprice", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 2.34518 } } }
# | 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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