Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811473.8685 | 607521.054 | 203952.8145 | 3545645.7288 | 1661317.315 | 1884328.4138 |
Total P&L (%) | 811.4739 | 607.5211 | 203.9528 | 3545.6457 | 1661.3173 | 1884.3284 |
Avg Daily Profit (%) | 0.4266 | 0.3194 | 0.1072 | 0.1892 | 0.1509 | 0.1572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97047 | -111522 | -48639 | -2894663 | -2679992 | -1150510 |
Profit Factor | 3.2955 | 3.9085 | 2.4102 | 1.5526 | 1.4323 | 1.7324 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 59.322 | 62.069 | 56.6667 | 59.322 | 62.069 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.2598 | 2.3885 | 1.8431 | 1.0647 | 0.8753 | 1.3248 |
Largest Winning Trade | 474347 | 474347 | 50590 | 1192172 | 1192172 | 1019002 |
Largest Losing Trade | -40609 | -40609 | -31013 | -1379665 | -1379665 | -581032 |
Avg Bars in Trades | 89 | 133 | 47 | 89 | 133 | 47 |
Avg Bars in Winners | 97 | 139 | 52 | 97 | 139 | 52 |
Avg Bars in Losers | 78 | 123 | 40 | 78 | 123 | 40 |
Bars Traded | 5289 | 3876 | 1412 | 5289 | 3876 | 1412 |
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 | -162016 | 632225 | -44448 | -168718 | 300715 | 383805 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 51, "offset": 0, "std": 3.5392 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 51, "offset": 0, "std": 3.5392 } } }
# | 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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