Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694674.9367 | 689633.3544 | 5041.5823 | 345942.5743 | 353067.8813 | -7125.307 |
Total P&L (%) | 694.6749 | 689.6334 | 5.0416 | 345.9426 | 353.0679 | -7.1253 |
Avg Daily Profit (%) | 0.2778 | 0.2757 | 0.002 | 0.0598 | 0.0604 | -0.003 |
Buy And Hold Return (%) | 244.724 | 244.724 | 244.724 | 244.724 | 244.724 | 244.724 |
Max Trade Drawdown | -173259 | -133935 | -66264 | -369572 | -271888 | -193198 |
Profit Factor | 2.3556 | 3.4934 | 1.0214 | 1.3508 | 1.6785 | 0.9847 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 48.3146 | 43.1818 | 53.3333 | 48.3146 | 43.1818 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.5199 | 4.5966 | 0.8937 | 1.445 | 2.2085 | 0.8616 |
Largest Winning Trade | 419139 | 419139 | 35203 | 316801 | 316801 | 103073 |
Largest Losing Trade | -33686 | -33686 | -30821 | -69351 | -64759 | -69351 |
Avg Bars in Trades | 81 | 132 | 32 | 81 | 132 | 32 |
Avg Bars in Winners | 100 | 183 | 35 | 100 | 183 | 35 |
Avg Bars in Losers | 64 | 94 | 28 | 64 | 94 | 28 |
Bars Traded | 7278 | 5835 | 1443 | 7278 | 5835 | 1443 |
Profit Streak | 0 | 90.8866 | 0 | 0 | 90.8866 | 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 | 342586 | 362165 | -554081 | -150204 | -139132 | -580279 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 4.10686 } } }
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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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