Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269843.0372 | 234360.1362 | 35482.901 | 29207.2525 | 21359.7885 | 7847.464 |
Total P&L (%) | 269.843 | 234.3601 | 35.4829 | 29.2073 | 21.3598 | 7.8475 |
Avg Daily Profit (%) | 0.259 | 0.225 | 0.0341 | 0.0246 | 0.0186 | 0.0073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112448 | -142384 | -33419 | -297418 | -337418 | -73690 |
Profit Factor | 1.6536 | 1.7048 | 1.4417 | 1.0389 | 1.0359 | 1.0503 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 41.7391 | 33.3333 | 50 | 41.7391 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.3081 | 3.4096 | 1.4417 | 1.4501 | 2.0718 | 1.0503 |
Largest Winning Trade | 282062 | 282062 | 11645 | 298055 | 298055 | 19629 |
Largest Losing Trade | -32734 | -32734 | -16019 | -130707 | -130707 | -28373 |
Avg Bars in Trades | 213 | 404 | 26 | 213 | 404 | 26 |
Avg Bars in Winners | 200 | 466 | 27 | 200 | 466 | 27 |
Avg Bars in Losers | 222 | 372 | 25 | 222 | 372 | 25 |
Bars Traded | 24547 | 23028 | 1519 | 24547 | 23028 | 1519 |
Profit Streak | 0 | 5.8354 | 0 | 0 | 5.8354 | 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 | 300611 | -175049 | -328840 | -343834 | -540053 | -693842 |
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{ "first_band": { "type": "midprice", "factors": { "length": 116, "offset": 49 } }, "second_band": { "type": "bbu", "factors": { "length": 99, "offset": 80, "std": 2.48833 } } }
# | 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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