Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230895.4792 | -14676.3704 | 245571.8496 | 252647.5445 | -20362.9766 | 273010.5211 |
Total P&L (%) | 230.8955 | -14.6764 | 245.5719 | 252.6475 | -20.363 | 273.0105 |
Avg Daily Profit (%) | 0.1514 | -0.0096 | 0.161 | 0.0827 | -0.0149 | 0.0864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71541 | -104908 | -32767 | -171279 | -182504 | -94556 |
Profit Factor | 1.7131 | 0.9181 | 2.6989 | 1.32 | 0.9453 | 1.6541 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 52.5424 | 37.931 | 66.6667 | 52.5424 | 37.931 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5473 | 1.5024 | 1.3495 | 1.1923 | 1.5468 | 0.8271 |
Largest Winning Trade | 81804 | 81804 | 38479 | 160385 | 160385 | 86971 |
Largest Losing Trade | -36552 | -36552 | -24695 | -94556 | -81069 | -94556 |
Avg Bars in Trades | 70 | 68 | 71 | 70 | 68 | 71 |
Avg Bars in Winners | 84 | 72 | 91 | 84 | 72 | 91 |
Avg Bars in Losers | 54 | 66 | 32 | 54 | 66 | 32 |
Bars Traded | 4137 | 1987 | 2150 | 4137 | 1987 | 2150 |
Profit Streak | 0 | 112.6956 | 0 | 0 | 112.6956 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168717 | -582185 | 483799 | -261534 | -582185 | -75190 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.54984 } } }
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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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