Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92885.5031 | 58422.3895 | 34463.1137 | 82892.4939 | 74419.7255 | 8472.7684 |
Total P&L (%) | 92.8855 | 58.4224 | 34.4631 | 82.8925 | 74.4197 | 8.4728 |
Avg Daily Profit (%) | 0.6687 | 0.4206 | 0.2481 | 0.4356 | 0.4013 | 0.0586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61971 | -20411 | -67031 | -100005 | -25600 | -109846 |
Profit Factor | 1.4259 | 1.9192 | 1.223 | 1.2829 | 1.9967 | 1.0388 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 65.7407 | 70.3704 | 61.1111 | 65.7407 | 70.3704 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.7431 | 0.8081 | 0.7783 | 0.6686 | 0.8407 | 0.6611 |
Largest Winning Trade | 14585 | 12653 | 14585 | 21761 | 16970 | 21761 |
Largest Losing Trade | -37270 | -9130 | -37270 | -68640 | -15709 | -68640 |
Avg Bars in Trades | 121 | 52 | 189 | 121 | 52 | 189 |
Avg Bars in Winners | 110 | 56 | 172 | 110 | 56 | 172 |
Avg Bars in Losers | 141 | 42 | 216 | 141 | 42 | 216 |
Bars Traded | 13073 | 2824 | 10249 | 13073 | 2824 | 10249 |
Profit Streak | 141.4092 | 141.4092 | 141.43 | 141.4092 | 141.4092 | 141.43 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467421 | -168149 | -175686 | 364242 | -167392 | -638956 |
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{ "first_band": { "type": "bbu", "factors": { "length": 83, "offset": 0, "std": 1.06624 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 83, "offset": 0, "std": 1.06624 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } } }
# | 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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