Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2596821.7256 | 2529604.8278 | 67216.8978 | 2087326.8653 | -5922794.9289 | 8010121.7942 |
Total P&L (%) | 2596.8217 | 2529.6048 | 67.2169 | 2087.3269 | -5922.7949 | 8010.1218 |
Avg Daily Profit (%) | 1.4467 | 1.4093 | 0.0374 | 0.172 | 0 | 0.2452 |
Buy And Hold Return (%) | 296.2778 | 296.2778 | 296.2778 | 296.2778 | 296.2778 | 296.2778 |
Max Trade Drawdown | -135044 | -139004 | -49498 | -17135394 | -15671481 | -5850844 |
Profit Factor | 4.3177 | 7.5723 | 1.169 | 1.0365 | 0.7854 | 1.271 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Profitability (%) | 46.1929 | 39.7959 | 52.5253 | 46.1929 | 39.7959 | 52.5253 |
Ratio Avg Win / Avg Loss | 5.0294 | 11.4555 | 1.0566 | 1.2074 | 1.1881 | 1.1488 |
Largest Winning Trade | 1951802 | 1951802 | 65255 | 8220001 | 8220001 | 7571837 |
Largest Losing Trade | -35407 | -35407 | -31145 | -4102186 | -4102186 | -3546091 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 22 | 30 | 17 | 22 | 30 | 17 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 3444 | 1874 | 1569 | 3444 | 1874 | 1569 |
Profit Streak | 0 | 9.8241 | 0 | 0 | 9.8241 | 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 | 750620 | 680547 | -343012 | -172725 | -582430 | 311240 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 4.67065 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 4.67065 } } }
# | 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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