Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1691807.2412 | 1790803.0176 | -98995.7763 | -11675.7173 | 225660.1747 | -237335.892 |
Total P&L (%) | 1691.8072 | 1790.803 | -98.9958 | -11.6757 | 225.6602 | -237.3359 |
Avg Daily Profit (%) | 0.8121 | 0.8596 | -0.0475 | -0.006 | 0.0567 | 0 |
Buy And Hold Return (%) | 927.972 | 927.972 | 927.972 | 927.972 | 927.972 | 927.972 |
Max Trade Drawdown | -240667 | -149077 | -125602 | -4523597 | -3934800 | -1124151 |
Profit Factor | 2.2795 | 3.2583 | 0.813 | 0.9992 | 1.0239 | 0.9532 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 180 | 95 | 85 | 180 | 95 | 85 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 41.9355 | 38.7097 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.1562 | 5.159 | 0.9872 | 1.3835 | 1.6211 | 1.1574 |
Largest Winning Trade | 1581105 | 1581105 | 23423 | 2667693 | 2667693 | 312783 |
Largest Losing Trade | -42066 | -42066 | -21879 | -1096521 | -1096521 | -570396 |
Avg Bars in Trades | 79 | 129 | 28 | 79 | 129 | 28 |
Avg Bars in Winners | 120 | 223 | 32 | 120 | 223 | 32 |
Avg Bars in Losers | 48 | 70 | 24 | 48 | 70 | 24 |
Bars Traded | 24512 | 20122 | 4390 | 24512 | 20122 | 4390 |
Profit Streak | 6.3344 | 6.3344 | 22.1678 | 6.3344 | 6.3344 | 22.1678 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327556 | 311320 | -581080 | -579460 | -479612 | -579414 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 236, "offset": 0, "std": 4.09508 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 236, "offset": 0, "std": 4.09508 } } }
# | 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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