Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33278.1245 | -23012.6768 | 56290.8013 | 22606.5459 | -34937.4414 | 57543.9873 |
Total P&L (%) | 33.2781 | -23.0127 | 56.2908 | 22.6065 | -34.9374 | 57.544 |
Avg Daily Profit (%) | 0.1278 | -0.0884 | 0.2162 | 0.0783 | -0.1649 | 0.1747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47996 | -31188 | -29527 | -73299 | -42289 | -44617 |
Profit Factor | 1.1563 | 0.7817 | 1.5234 | 1.0831 | 0.7359 | 1.4114 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 55.4974 | 52.6316 | 58.3333 | 55.4974 | 52.6316 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9272 | 0.7036 | 1.0882 | 0.8685 | 0.6623 | 1.0082 |
Largest Winning Trade | 8728 | 8728 | 8376 | 13003 | 9896 | 13003 |
Largest Losing Trade | -23730 | -9465 | -23730 | -33093 | -10895 | -33093 |
Avg Bars in Trades | 128 | 43 | 212 | 128 | 43 | 212 |
Avg Bars in Winners | 113 | 43 | 177 | 113 | 43 | 177 |
Avg Bars in Losers | 146 | 43 | 261 | 146 | 43 | 261 |
Bars Traded | 24525 | 4124 | 20401 | 24525 | 4124 | 20401 |
Profit Streak | 4.7094 | 0 | 11.6886 | 4.7094 | 0 | 11.6886 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74802 | -582132 | 333114 | -223633 | -582132 | 298722 |
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{ "first_band": { "type": "bbu", "factors": { "length": 56, "offset": 0, "std": 3.71244 } }, "second_band": { "type": "midpoint", "factors": { "length": 215, "offset": 43 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 56, "offset": 0, "std": 3.71244 } }, "second_band": { "type": "midpoint", "factors": { "length": 215, "offset": 43 } } }
# | 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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