Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1398205.608 | 1483610.9884 | -85405.3804 | -24563.4243 | 236247.7842 | -260811.2084 |
Total P&L (%) | 1398.2056 | 1483.611 | -85.4054 | -24.5634 | 236.2478 | -260.8112 |
Avg Daily Profit (%) | 0.591 | 0.6271 | -0.0361 | -0.0119 | 0.0513 | 0 |
Buy And Hold Return (%) | 436.5468 | 436.5468 | 436.5468 | 436.5468 | 436.5468 | 436.5468 |
Max Trade Drawdown | -252629 | -165445 | -212565 | -697273 | -327616 | -410061 |
Profit Factor | 2.4912 | 4.1588 | 0.8175 | 0.9835 | 1.3633 | 0.6875 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 37.069 | 34.4828 | 39.6552 | 37.069 | 34.4828 | 39.6552 |
Ratio Avg Win / Avg Loss | 4.2292 | 7.9017 | 1.244 | 1.6696 | 2.5902 | 1.0463 |
Largest Winning Trade | 1291687 | 1291687 | 44200 | 525809 | 525809 | 161034 |
Largest Losing Trade | -72969 | -59102 | -72969 | -285445 | -118120 | -285445 |
Avg Bars in Trades | 58 | 76 | 41 | 58 | 76 | 41 |
Avg Bars in Winners | 85 | 128 | 48 | 85 | 128 | 48 |
Avg Bars in Losers | 43 | 48 | 36 | 43 | 48 | 36 |
Bars Traded | 6837 | 4424 | 2413 | 6837 | 4424 | 2413 |
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 | 305156 | -170257 | -763467 | -582720 | -475003 | -763467 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 162, "offset": 0, "std": 2.70967 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 162, "offset": 0, "std": 2.70967 } } }
# | 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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