Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1471716.3823 | 1380234.3436 | 91482.0387 | 1205153.4124 | 56300.9554 | 1148852.457 |
Total P&L (%) | 1471.7164 | 1380.2343 | 91.482 | 1205.1534 | 56.301 | 1148.8525 |
Avg Daily Profit (%) | 0.7928 | 0.7436 | 0.0493 | 0.1385 | 0.0241 | 0.1361 |
Buy And Hold Return (%) | 53.2672 | 53.2672 | 53.2672 | 53.2672 | 53.2672 | 53.2672 |
Max Trade Drawdown | -138858 | -117136 | -47153 | -5694586 | -4658779 | -1430893 |
Profit Factor | 4.4217 | 6.3186 | 1.5362 | 1.0737 | 1.0057 | 1.1762 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.8387 | 51.6129 | 58.0645 | 54.8387 | 51.6129 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.6414 | 5.9237 | 1.1095 | 0.8842 | 0.9429 | 0.8495 |
Largest Winning Trade | 1298202 | 1298202 | 48375 | 3034642 | 3034642 | 1643830 |
Largest Losing Trade | -50650 | -50650 | -28666 | -2161304 | -2161304 | -1430893 |
Avg Bars in Trades | 114 | 181 | 48 | 114 | 181 | 48 |
Avg Bars in Winners | 126 | 207 | 53 | 126 | 207 | 53 |
Avg Bars in Losers | 100 | 153 | 40 | 100 | 153 | 40 |
Bars Traded | 7108 | 5618 | 1490 | 7108 | 5618 | 1490 |
Profit Streak | 20.6626 | 23.4126 | 20.6626 | 20.6626 | 23.4126 | 20.6626 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136338 | 789365 | -132782 | -305664 | -523959 | -37708 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 3.47213 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 3.47213 } } }
# | 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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