Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2438443.2322 | 2447978.5456 | -9535.3134 | 108177.5935 | 404554.1372 | -296376.5436 |
Total P&L (%) | 2438.4432 | 2447.9785 | -9.5353 | 108.1776 | 404.5541 | -296.3765 |
Avg Daily Profit (%) | 1.3112 | 1.3164 | -0.0051 | 0.0394 | 0.0871 | 0 |
Buy And Hold Return (%) | 44.75 | 44.75 | 44.75 | 44.75 | 44.75 | 44.75 |
Max Trade Drawdown | -242425 | -207782 | -62351 | -3234328 | -3238495 | -521824 |
Profit Factor | 4.2831 | 5.1075 | 0.935 | 1.0124 | 1.0553 | 0.7889 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 41.6 | 38.7097 | 44.4444 | 41.6 | 38.7097 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.0128 | 8.0868 | 1.1688 | 1.4213 | 1.6708 | 0.9862 |
Largest Winning Trade | 2357930 | 2357930 | 21666 | 2923622 | 2923622 | 341728 |
Largest Losing Trade | -53059 | -53059 | -13783 | -1329295 | -1329295 | -295563 |
Avg Bars in Trades | 176 | 343 | 11 | 176 | 343 | 11 |
Avg Bars in Winners | 282 | 599 | 9 | 282 | 599 | 9 |
Avg Bars in Losers | 100 | 180 | 13 | 100 | 180 | 13 |
Bars Traded | 22010 | 21268 | 742 | 22010 | 21268 | 742 |
Profit Streak | 9.3917 | 0 | 240.0584 | 9.3917 | 0 | 240.0584 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 669960 | -137360 | -726551 | -353491 | -394193 | -728217 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 4.01191 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 4.01191 } } }
# | 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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