Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827070.7475 | 681726.3101 | 145344.4374 | 448028.2231 | 85706.8925 | 362321.3306 |
Total P&L (%) | 827.0707 | 681.7263 | 145.3444 | 448.0282 | 85.7069 | 362.3213 |
Avg Daily Profit (%) | 0.4305 | 0.3549 | 0.0757 | 0.0886 | 0.0322 | 0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132724 | -133740 | -31866 | -1150842 | -1101068 | -187086 |
Profit Factor | 2.3771 | 2.3302 | 2.6499 | 1.1176 | 1.0261 | 1.6955 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 53.4091 | 47.7273 | 59.0909 | 53.4091 | 47.7273 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.0736 | 2.5521 | 1.8345 | 0.975 | 1.1238 | 1.1738 |
Largest Winning Trade | 532271 | 532271 | 22915 | 975533 | 975533 | 145150 |
Largest Losing Trade | -63551 | -63551 | -19847 | -618176 | -618176 | -135825 |
Avg Bars in Trades | 64 | 115 | 12 | 64 | 115 | 12 |
Avg Bars in Winners | 47 | 93 | 11 | 47 | 93 | 11 |
Avg Bars in Losers | 82 | 136 | 14 | 82 | 136 | 14 |
Bars Traded | 5642 | 5099 | 543 | 5642 | 5099 | 543 |
Profit Streak | 7.1282 | 0 | 11.1282 | 7.1282 | 0 | 11.1282 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572245 | 467049 | -84717 | -166119 | -342513 | -82237 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 84, "offset": 0, "std": 1.13025 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 84, "offset": 0, "std": 1.13025 } } }
# | 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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