Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237796.6641 | -1930.9264 | 239727.5905 | -25027.4636 | -344058.3353 | 319030.8717 |
Total P&L (%) | 237.7967 | -1.9309 | 239.7276 | -25.0275 | -344.0583 | 319.0309 |
Avg Daily Profit (%) | 0.156 | -0.0013 | 0.1573 | -0.0189 | 0 | 0.094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156338 | -104883 | -121519 | -740290 | -438547 | -591570 |
Profit Factor | 1.5677 | 0.9888 | 1.9742 | 0.9856 | 0.4867 | 1.2976 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 60 | 52.5 | 67.5 | 60 | 52.5 | 67.5 |
Ratio Avg Win / Avg Loss | 1.0451 | 0.8947 | 0.9505 | 0.6571 | 0.4404 | 0.6248 |
Largest Winning Trade | 46913 | 32981 | 46913 | 144500 | 59322 | 144500 |
Largest Losing Trade | -92170 | -23107 | -92170 | -575805 | -113264 | -575805 |
Avg Bars in Trades | 108 | 38 | 178 | 108 | 38 | 178 |
Avg Bars in Winners | 91 | 29 | 140 | 91 | 29 | 140 |
Avg Bars in Losers | 134 | 49 | 257 | 134 | 49 | 257 |
Bars Traded | 8686 | 1556 | 7130 | 8686 | 1556 | 7130 |
Profit Streak | 50.7418 | 194.0751 | 0 | 50.7418 | 194.0751 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12674 | -579066 | 378904 | -602417 | -579066 | -66723 |
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{ "first_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 2.4903 } }, "second_band": { "type": "midprice", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 2.4903 } }, "second_band": { "type": "midprice", "factors": { "length": 162, "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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