Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334989.0235 | 376154.5054 | -41165.4819 | -66186.8721 | -9014.0511 | -57172.8211 |
Total P&L (%) | 334.989 | 376.1545 | -41.1655 | -66.1869 | -9.0141 | -57.1728 |
Avg Daily Profit (%) | 0.1806 | 0.2028 | -0.0222 | -0.0585 | -0.0051 | -0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261410 | -240305 | -65686 | -411603 | -321496 | -130809 |
Profit Factor | 1.4773 | 1.8065 | 0.8251 | 0.9198 | 0.984 | 0.781 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 43.617 | 42.5532 | 44.6809 | 43.617 | 42.5532 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.9097 | 2.4388 | 1.0216 | 1.189 | 1.3284 | 0.967 |
Largest Winning Trade | 306845 | 306845 | 21838 | 263207 | 263207 | 76212 |
Largest Losing Trade | -43029 | -43029 | -28061 | -124902 | -124902 | -72310 |
Avg Bars in Trades | 115 | 196 | 33 | 115 | 196 | 33 |
Avg Bars in Winners | 177 | 323 | 39 | 177 | 323 | 39 |
Avg Bars in Losers | 66 | 102 | 29 | 66 | 102 | 29 |
Bars Traded | 10833 | 9251 | 1582 | 10833 | 9251 | 1582 |
Profit Streak | 0 | 99.4851 | 0 | 0 | 99.4851 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270093 | 317426 | -581098 | -581342 | -581366 | -582765 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 44, "offset": 0, "std": 4.69732 } } }
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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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