Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355098.86 | 1389557.2237 | -34458.3637 | 227808.8349 | 883212.4774 | -655403.6425 |
Total P&L (%) | 1355.0989 | 1389.5572 | -34.4584 | 227.8088 | 883.2125 | -655.4036 |
Avg Daily Profit (%) | 0.7413 | 0.7602 | -0.0189 | 0.065 | 0.1251 | 0 |
Buy And Hold Return (%) | 664.3016 | 664.3016 | 664.3016 | 664.3016 | 664.3016 | 664.3016 |
Max Trade Drawdown | -159626 | -127653 | -89194 | -1360129 | -890823 | -861377 |
Profit Factor | 2.2502 | 3.3706 | 0.9308 | 1.032 | 1.2347 | 0.8048 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 157 | 84 | 73 | 157 | 84 | 73 |
Profitability (%) | 43.7276 | 39.5683 | 47.8571 | 43.7276 | 39.5683 | 47.8571 |
Ratio Avg Win / Avg Loss | 2.8958 | 5.1478 | 1.0141 | 1.3281 | 1.8856 | 0.8769 |
Largest Winning Trade | 879121 | 879121 | 27917 | 1118021 | 1118021 | 161444 |
Largest Losing Trade | -46176 | -46176 | -19709 | -238941 | -186485 | -238941 |
Avg Bars in Trades | 74 | 106 | 43 | 74 | 106 | 43 |
Avg Bars in Winners | 104 | 168 | 52 | 104 | 168 | 52 |
Avg Bars in Losers | 51 | 65 | 35 | 51 | 65 | 35 |
Bars Traded | 20889 | 14795 | 6094 | 20889 | 14795 | 6094 |
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 | 336412 | 315042 | -580127 | -458273 | -92265 | -581794 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 3.88994 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 3.88994 } } }
# | 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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