Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612419.9012 | 343337.2688 | 269082.6324 | 5212046.163 | 2184549.6419 | 3027496.5211 |
Total P&L (%) | 612.4199 | 343.3373 | 269.0826 | 5212.0462 | 2184.5496 | 3027.4965 |
Avg Daily Profit (%) | 0.3378 | 0.1894 | 0.1484 | 0.2194 | 0.1727 | 0.1901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144312 | -77391 | -113405 | -5282218 | -3425730 | -3644307 |
Profit Factor | 2.2167 | 2.6916 | 1.8958 | 1.3802 | 1.3732 | 1.3854 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 51.8797 | 53.7313 | 50 | 51.8797 | 53.7313 | 50 |
Ratio Avg Win / Avg Loss | 2.0561 | 2.3178 | 1.8958 | 1.2802 | 1.1824 | 1.3854 |
Largest Winning Trade | 77708 | 72715 | 77708 | 1713464 | 1553432 | 1713464 |
Largest Losing Trade | -30805 | -23000 | -30805 | -1217173 | -863337 | -1217173 |
Avg Bars in Trades | 52 | 16 | 89 | 52 | 16 | 89 |
Avg Bars in Winners | 78 | 20 | 141 | 78 | 20 | 141 |
Avg Bars in Losers | 25 | 11 | 38 | 25 | 11 | 38 |
Bars Traded | 7029 | 1096 | 5933 | 7029 | 1096 | 5933 |
Profit Streak | 0 | 0 | 141.2437 | 0 | 0 | 141.2437 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505078 | -103253 | -114113 | 337431 | -107583 | -114238 |
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{ "first_band": { "type": "bbu", "factors": { "length": 222, "offset": 0, "std": 1.1438 } }, "second_band": { "type": "midpoint", "factors": { "length": 23, "offset": 0 } } }
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# | 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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