Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652307.3428 | 522620.4156 | 129686.9271 | 174189.2987 | 252752.3393 | -78563.0407 |
Total P&L (%) | 652.3073 | 522.6204 | 129.6869 | 174.1893 | 252.7523 | -78.563 |
Avg Daily Profit (%) | 0.443 | 0.3549 | 0.0881 | 0.0685 | 0.0856 | -0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186908 | -123279 | -103748 | -3240887 | -2298659 | -1517896 |
Profit Factor | 1.6671 | 2.0566 | 1.2684 | 1.0184 | 1.0509 | 0.9826 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 124 | 69 | 55 | 124 | 69 | 55 |
Profitability (%) | 46.087 | 40 | 52.1739 | 46.087 | 40 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.9502 | 3.0849 | 1.1627 | 1.1913 | 1.5763 | 0.9007 |
Largest Winning Trade | 436477 | 436477 | 44537 | 2054411 | 2054411 | 634058 |
Largest Losing Trade | -37818 | -30024 | -37818 | -911354 | -911354 | -462462 |
Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Winners | 29 | 35 | 25 | 29 | 35 | 25 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 5767 | 3210 | 2557 | 5767 | 3210 | 2557 |
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 | 476355 | 338823 | -75173 | -301805 | -245899 | -580466 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 84, "std": 3.83648 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 84, "std": 3.83648 } } }
# | 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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