Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480970.8752 | 636660.0061 | -155689.1309 | -88389.0698 | 134388.1702 | -222777.24 |
Total P&L (%) | 480.9709 | 636.66 | -155.6891 | -88.3891 | 134.3882 | -222.7772 |
Avg Daily Profit (%) | 0.2691 | 0.3562 | -0.0871 | -0.1204 | 0.0477 | 0 |
Buy And Hold Return (%) | 202.7051 | 202.7051 | 202.7051 | 202.7051 | 202.7051 | 202.7051 |
Max Trade Drawdown | -206505 | -42358 | -256123 | -137763 | -8274 | -148195 |
Profit Factor | 1.6865 | 5.4597 | 0.7209 | 0.6806 | 7.8078 | 0.133 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 48 | 52.6316 | 43.2432 | 48 | 52.6316 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.827 | 4.9137 | 0.9462 | 0.7373 | 7.027 | 0.1746 |
Largest Winning Trade | 418913 | 418913 | 87805 | 114614 | 114614 | 4826 |
Largest Losing Trade | -82327 | -27538 | -82327 | -116884 | -4723 | -116884 |
Avg Bars in Trades | 69 | 20 | 118 | 69 | 20 | 118 |
Avg Bars in Winners | 118 | 25 | 234 | 118 | 25 | 234 |
Avg Bars in Losers | 23 | 15 | 30 | 23 | 15 | 30 |
Bars Traded | 5185 | 790 | 4395 | 5185 | 790 | 4395 |
Profit Streak | 115.31 | 115.31 | 297.9766 | 115.31 | 115.31 | 297.9766 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54094 | 565720 | -582031 | -641875 | -285022 | -581753 |
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{ "first_band": { "type": "bbu", "factors": { "length": 211, "offset": 0, "std": 1.06212 } }, "second_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } } }
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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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