Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482522.2519 | 454308.4914 | 28213.7605 | 36074.074 | 461363.1306 | -425289.0567 |
Total P&L (%) | 482.5223 | 454.3085 | 28.2138 | 36.0741 | 461.3631 | -425.2891 |
Avg Daily Profit (%) | 0.2522 | 0.2375 | 0.0147 | 0.0161 | 0.0902 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -310313 | -241224 | -104281 | -1319387 | -706181 | -819352 |
Profit Factor | 1.3853 | 1.6867 | 1.0478 | 1.0096 | 1.2514 | 0.778 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 166 | 86 | 80 | 166 | 86 | 80 |
Profitability (%) | 42.1603 | 39.8601 | 44.4444 | 42.1603 | 39.8601 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.9004 | 2.5449 | 1.3097 | 1.3851 | 1.888 | 0.9726 |
Largest Winning Trade | 292861 | 292861 | 37758 | 627035 | 627035 | 231546 |
Largest Losing Trade | -35489 | -35489 | -34448 | -324068 | -229370 | -324068 |
Avg Bars in Trades | 26 | 36 | 15 | 26 | 36 | 15 |
Avg Bars in Winners | 32 | 50 | 16 | 32 | 50 | 16 |
Avg Bars in Losers | 21 | 26 | 15 | 21 | 26 | 15 |
Bars Traded | 7462 | 5183 | 2279 | 7462 | 5183 | 2279 |
Profit Streak | 0 | 6.8573 | 0 | 0 | 6.8573 | 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 | 306482 | 277339 | -346471 | -385129 | -75058 | -582833 |
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{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 3.10392 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 3.10392 } } }
# | 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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