Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210543.6776 | 175914.7536 | 34628.9241 | 219427.5267 | 181084.9908 | 38342.5359 |
Total P&L (%) | 210.5437 | 175.9148 | 34.6289 | 219.4275 | 181.085 | 38.3425 |
Avg Daily Profit (%) | 0.4042 | 0.3378 | 0.0665 | 0.2232 | 0.1986 | 0.0623 |
Buy And Hold Return (%) | 49.7085 | 49.7085 | 49.7085 | 49.7085 | 49.7085 | 49.7085 |
Max Trade Drawdown | -70564 | -73275 | -23477 | -275351 | -244675 | -80474 |
Profit Factor | 1.3904 | 1.5711 | 1.1497 | 1.1606 | 1.2367 | 1.0638 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 185 | 94 | 91 | 185 | 94 | 91 |
Profitability (%) | 46.8391 | 45.977 | 47.7011 | 46.8391 | 45.977 | 47.7011 |
Ratio Avg Win / Avg Loss | 1.5781 | 1.846 | 1.2606 | 1.3173 | 1.4532 | 1.1663 |
Largest Winning Trade | 137378 | 137378 | 9709 | 204489 | 204489 | 36984 |
Largest Losing Trade | -26089 | -26089 | -11675 | -102036 | -102036 | -56151 |
Avg Bars in Trades | 71 | 117 | 24 | 71 | 117 | 24 |
Avg Bars in Winners | 92 | 163 | 24 | 92 | 163 | 24 |
Avg Bars in Losers | 52 | 78 | 24 | 52 | 78 | 24 |
Bars Traded | 24739 | 20454 | 4285 | 24739 | 20454 | 4285 |
Profit Streak | 0 | 0 | 6.0271 | 0 | 0 | 6.0271 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328423 | 260658 | -325872 | -37858 | 107620 | -425972 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 236, "offset": 0, "std": 3.57777 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 236, "offset": 0, "std": 3.57777 } } }
# | 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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