Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8235764.8812 | 8251457.848 | -15692.9668 | 1301271.8722 | 2036672.4789 | -735400.6067 |
Total P&L (%) | 8235.7649 | 8251.4578 | -15.693 | 1301.2719 | 2036.6725 | -735.4006 |
Avg Daily Profit (%) | 4.1955 | 4.2035 | -0.008 | 0.1346 | 0.1561 | 0 |
Buy And Hold Return (%) | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 |
Max Trade Drawdown | -154108 | -80750 | -144403 | -2337949 | -1589052 | -1644198 |
Profit Factor | 12.4637 | 23.1063 | 0.9545 | 1.1338 | 1.4253 | 0.8509 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 42.1429 | 38.5714 | 45.7143 | 42.1429 | 38.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 17.1112 | 36.7989 | 1.1335 | 1.5566 | 2.27 | 1.0105 |
Largest Winning Trade | 8264913 | 8264913 | 38495 | 2294042 | 2294042 | 425586 |
Largest Losing Trade | -40863 | -40863 | -34405 | -706693 | -706693 | -459165 |
Avg Bars in Trades | 81 | 103 | 59 | 81 | 103 | 59 |
Avg Bars in Winners | 115 | 178 | 62 | 115 | 178 | 62 |
Avg Bars in Losers | 56 | 56 | 57 | 56 | 56 | 57 |
Bars Traded | 11379 | 7216 | 4163 | 11379 | 7216 | 4163 |
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 | 746909 | -75463 | -675236 | -253604 | -147592 | -675236 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 219, "offset": 0, "std": 3.32808 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 219, "offset": 0, "std": 3.32808 } } }
# | 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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