Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77731.0129 | 52611.8868 | 25119.1261 | 93903.509 | 54032.722 | 39870.787 |
Total P&L (%) | 77.731 | 52.6119 | 25.1191 | 93.9035 | 54.0327 | 39.8708 |
Avg Daily Profit (%) | 0.8954 | 0.6061 | 0.2894 | 0.7657 | 0.4989 | 0.3873 |
Buy And Hold Return (%) | 20.4124 | 20.4124 | 20.4124 | 20.4124 | 20.4124 | 20.4124 |
Max Trade Drawdown | -25239 | -21748 | -11485 | -46062 | -33714 | -19707 |
Profit Factor | 1.4905 | 1.4613 | 1.5654 | 1.3847 | 1.3075 | 1.5831 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 43.3498 | 37.6238 | 49.0196 | 43.3498 | 37.6238 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.9478 | 2.4227 | 1.628 | 1.8096 | 2.1678 | 1.6464 |
Largest Winning Trade | 23909 | 23909 | 6612 | 24040 | 24040 | 11456 |
Largest Losing Trade | -5925 | -5925 | -3105 | -11476 | -11476 | -5067 |
Avg Bars in Trades | 121 | 222 | 21 | 121 | 222 | 21 |
Avg Bars in Winners | 170 | 363 | 24 | 170 | 363 | 24 |
Avg Bars in Losers | 84 | 138 | 18 | 84 | 138 | 18 |
Bars Traded | 24691 | 22504 | 2187 | 24691 | 22504 | 2187 |
Profit Streak | 2.878 | 2.878 | 3.6662 | 2.878 | 2.878 | 3.6662 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321550 | 53222 | -84511 | 310106 | -315 | 107844 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 54, "offset": 0, "std": 1.95173 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 54, "offset": 0, "std": 1.95173 } } }
# | 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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