Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335577.0741 | 222703.5781 | 112873.496 | 549473.7273 | 374307.7432 | 175165.984 |
Total P&L (%) | 335.5771 | 222.7036 | 112.8735 | 549.4737 | 374.3077 | 175.166 |
Avg Daily Profit (%) | 0.3222 | 0.2138 | 0.1084 | 0.1798 | 0.1496 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97682 | -106045 | -32404 | -239791 | -175133 | -219790 |
Profit Factor | 1.5505 | 1.6765 | 1.4025 | 1.4282 | 1.6034 | 1.2643 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 46.9466 | 42.7481 | 51.145 | 46.9466 | 42.7481 | 51.145 |
Ratio Avg Win / Avg Loss | 1.7522 | 2.2453 | 1.3397 | 1.614 | 2.1474 | 1.2077 |
Largest Winning Trade | 113298 | 113298 | 25758 | 147920 | 147920 | 121624 |
Largest Losing Trade | -28453 | -28453 | -19999 | -86070 | -86070 | -51266 |
Avg Bars in Trades | 93 | 117 | 69 | 93 | 117 | 69 |
Avg Bars in Winners | 122 | 173 | 80 | 122 | 173 | 80 |
Avg Bars in Losers | 67 | 75 | 58 | 67 | 75 | 58 |
Bars Traded | 24552 | 15385 | 9167 | 24552 | 15385 | 9167 |
Profit Streak | 32.8163 | 32.8163 | 36.9413 | 32.8163 | 32.8163 | 36.9413 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470727 | 319821 | -46687 | 415029 | 273658 | -62383 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 43, "offset": 0, "std": 1.93028 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 43, "offset": 0, "std": 1.93028 } } }
# | 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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