Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -194070.4495 | 32391.3973 | -226461.8468 | 1081823.5621 | -1331410.5698 | 2413234.1319 |
Total P&L (%) | -194.0705 | 32.3914 | -226.4618 | 1081.8236 | -1331.4106 | 2413.2341 |
Avg Daily Profit (%) | -0.1434 | 0.0239 | -0.1673 | 0.1826 | 0 | 0.2385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -450579 | -102110 | -433360 | -2188649 | -1840168 | -912876 |
Profit Factor | 0.7495 | 1.1534 | 0.5982 | 1.2406 | 0.5349 | 2.4771 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 16 | 19 | 33 | 17 | 16 |
Losing Trades | 35 | 19 | 16 | 37 | 18 | 19 |
Profitability (%) | 50 | 45.7143 | 54.2857 | 47.1429 | 48.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.7495 | 1.3696 | 0.5037 | 1.391 | 0.5663 | 2.9416 |
Largest Winning Trade | 56932 | 36868 | 56932 | 2069228 | 588923 | 2069228 |
Largest Losing Trade | -354024 | -39065 | -354024 | -754846 | -754846 | -668692 |
Avg Bars in Trades | 72 | 40 | 105 | 72 | 40 | 105 |
Avg Bars in Winners | 60 | 33 | 82 | 71 | 29 | 116 |
Avg Bars in Losers | 85 | 46 | 132 | 74 | 50 | 96 |
Bars Traded | 5103 | 1418 | 3685 | 5103 | 1418 | 3685 |
Profit Streak | 17.168 | 96.168 | 0 | 17.168 | 96.168 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -678985 | -215945 | -580232 | -91708 | -579985 | 410809 |
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{ "first_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 4.76739 } }, "second_band": { "type": "midpoint", "factors": { "length": 241, "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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