Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1971931.772 | 1895993.3429 | 75938.4291 | 105379.2165 | 1260363.5707 | -1154984.3542 |
Total P&L (%) | 1971.9318 | 1895.9933 | 75.9384 | 105.3792 | 1260.3636 | -1154.9844 |
Avg Daily Profit (%) | 0.8386 | 0.8063 | 0.0323 | 0.0306 | 0.1111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170411 | -137347 | -175998 | -2849126 | -1110773 | -2028849 |
Profit Factor | 2.7922 | 4.7712 | 1.1271 | 1.0156 | 1.534 | 0.7361 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 40.9091 | 36.3636 | 45.4545 | 40.9091 | 36.3636 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.0332 | 8.3497 | 1.3525 | 1.467 | 2.6844 | 0.8833 |
Largest Winning Trade | 1835696 | 1835696 | 66117 | 2157993 | 2157993 | 829458 |
Largest Losing Trade | -65582 | -27583 | -65582 | -1471100 | -452093 | -1471100 |
Avg Bars in Trades | 52 | 56 | 47 | 52 | 56 | 47 |
Avg Bars in Winners | 82 | 102 | 66 | 82 | 102 | 66 |
Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
Bars Traded | 9224 | 5012 | 4212 | 9224 | 5012 | 4212 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572940 | 546361 | -232560 | -357927 | -47294 | -582864 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 15, "offset": 0, "std": 2.12813 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 15, "offset": 0, "std": 2.12813 } } }
# | 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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