Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1344704.0392 | 1330944.0072 | 13760.032 | 733470.6221 | 623167.9644 | 110302.6578 |
Total P&L (%) | 1344.704 | 1330.944 | 13.76 | 733.4706 | 623.168 | 110.3027 |
Avg Daily Profit (%) | 0.5963 | 0.5902 | 0.0061 | 0.0941 | 0.0878 | 0.033 |
Buy And Hold Return (%) | 360.8553 | 360.8553 | 360.8553 | 360.8553 | 360.8553 | 360.8553 |
Max Trade Drawdown | -70419 | -74486 | -65668 | -2355706 | -1554657 | -1360743 |
Profit Factor | 3.1489 | 5.109 | 1.0456 | 1.0873 | 1.1417 | 1.0276 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.3182 | 43.1818 | 45.4545 | 44.3182 | 43.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.9563 | 6.7224 | 1.2547 | 1.3662 | 1.5023 | 1.2331 |
Largest Winning Trade | 1040011 | 1040011 | 38112 | 1689691 | 1689691 | 676576 |
Largest Losing Trade | -40346 | -40346 | -31308 | -966187 | -966187 | -736648 |
Avg Bars in Trades | 97 | 142 | 52 | 97 | 142 | 52 |
Avg Bars in Winners | 125 | 179 | 73 | 125 | 179 | 73 |
Avg Bars in Losers | 75 | 113 | 35 | 75 | 113 | 35 |
Bars Traded | 8578 | 6254 | 2324 | 8578 | 6254 | 2324 |
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 | 468068 | 509577 | -522543 | -200059 | -150171 | -506534 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 3.38398 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 3.38398 } } }
# | 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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