Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1363473.8816 | 1371187.2305 | -7713.349 | 445434.3893 | 3552990.0699 | -3107555.6806 |
Total P&L (%) | 1363.4739 | 1371.1872 | -7.7133 | 445.4344 | 3552.9901 | -3107.5557 |
Avg Daily Profit (%) | 0.7302 | 0.7343 | -0.0041 | 0.0909 | 0.1929 | 0 |
Buy And Hold Return (%) | 563.5265 | 563.5265 | 563.5265 | 563.5265 | 563.5265 | 563.5265 |
Max Trade Drawdown | -248526 | -212828 | -137818 | -8741711 | -5998239 | -4013532 |
Profit Factor | 2.5185 | 3.7985 | 0.9811 | 1.031 | 1.4677 | 0.5405 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 59 | 22 | 37 | 59 | 22 | 37 |
Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Profitability (%) | 37.5796 | 28.2051 | 46.8354 | 37.5796 | 28.2051 | 46.8354 |
Ratio Avg Win / Avg Loss | 4.1833 | 9.669 | 1.1137 | 1.7125 | 3.7359 | 0.6135 |
Largest Winning Trade | 845823 | 845823 | 47018 | 7466208 | 7466208 | 642954 |
Largest Losing Trade | -34415 | -31008 | -34415 | -2699383 | -2699383 | -1943473 |
Avg Bars in Trades | 45 | 64 | 27 | 45 | 64 | 27 |
Avg Bars in Winners | 75 | 144 | 34 | 75 | 144 | 34 |
Avg Bars in Losers | 28 | 32 | 22 | 28 | 32 | 22 |
Bars Traded | 7205 | 5023 | 2183 | 7205 | 5023 | 2183 |
Profit Streak | 0 | 103.566 | 0 | 0 | 103.566 | 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 | 333749 | -34067 | -607022 | -426697 | -39852 | -608689 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 142, "std": 4.92135 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 142, "std": 4.92135 } } }
# | 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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