Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62001.0211 | -5502.2467 | 67503.2677 | 62343.148 | -23602.06 | 85945.208 |
Total P&L (%) | 62.001 | -5.5022 | 67.5033 | 62.3431 | -23.6021 | 85.9452 |
Avg Daily Profit (%) | 0.2381 | -0.0211 | 0.2592 | 0.1862 | -0.1033 | 0.2385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74944 | -37164 | -43324 | -160820 | -77545 | -90092 |
Profit Factor | 1.2994 | 0.9347 | 1.5495 | 1.1614 | 0.8446 | 1.3666 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 55.2381 | 51.4286 | 59.0476 | 55.2381 | 51.4286 | 59.0476 |
Ratio Avg Win / Avg Loss | 1.0529 | 0.8828 | 1.0746 | 0.9411 | 0.7977 | 0.9478 |
Largest Winning Trade | 15497 | 5359 | 15497 | 23984 | 8650 | 23984 |
Largest Losing Trade | -20228 | -3720 | -20228 | -42610 | -9774 | -42610 |
Avg Bars in Trades | 117 | 29 | 206 | 117 | 29 | 206 |
Avg Bars in Winners | 108 | 28 | 178 | 108 | 28 | 178 |
Avg Bars in Losers | 129 | 30 | 246 | 129 | 30 | 246 |
Bars Traded | 24699 | 3060 | 21639 | 24699 | 3060 | 21639 |
Profit Streak | 12.0966 | 12.0966 | 12.4716 | 12.0966 | 12.0966 | 12.4716 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345078 | -580137 | 383053 | -35622 | -580414 | 282425 |
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{ "first_band": { "type": "bbu", "factors": { "length": 228, "offset": 0, "std": 4.69661 } }, "second_band": { "type": "midpoint", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 228, "offset": 0, "std": 4.69661 } }, "second_band": { "type": "midpoint", "factors": { "length": 245, "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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