Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490314.4939 | 188650.1236 | 301664.3703 | 1851961.8464 | 402678.5758 | 1449283.2707 |
Total P&L (%) | 490.3145 | 188.6501 | 301.6644 | 1851.9618 | 402.6786 | 1449.2833 |
Avg Daily Profit (%) | 0.3057 | 0.1176 | 0.1881 | 0.1854 | 0.1007 | 0.171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76891 | -103110 | -68282 | -551013 | -661848 | -408570 |
Profit Factor | 1.4533 | 1.3881 | 1.5065 | 1.3522 | 1.171 | 1.4993 |
Total Trades | 395 | 198 | 197 | 395 | 198 | 197 |
Winning Trades | 206 | 98 | 108 | 206 | 98 | 108 |
Losing Trades | 189 | 100 | 89 | 189 | 100 | 89 |
Profitability (%) | 52.1519 | 49.4949 | 54.8223 | 52.1519 | 49.4949 | 54.8223 |
Ratio Avg Win / Avg Loss | 1.3333 | 1.4164 | 1.2415 | 1.2407 | 1.1949 | 1.2355 |
Largest Winning Trade | 86451 | 86451 | 39613 | 249791 | 249791 | 246121 |
Largest Losing Trade | -29198 | -29198 | -21339 | -234974 | -223094 | -234974 |
Avg Bars in Trades | 23 | 14 | 32 | 23 | 14 | 32 |
Avg Bars in Winners | 28 | 16 | 39 | 28 | 16 | 39 |
Avg Bars in Losers | 19 | 13 | 25 | 19 | 13 | 25 |
Bars Traded | 9429 | 2957 | 6472 | 9429 | 2957 | 6472 |
Profit Streak | 0 | 0 | 47.0263 | 0 | 0 | 47.0263 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437991 | -34805 | 412378 | 393761 | -90389 | 420541 |
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{ "first_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 2.777 } }, "second_band": { "type": "bbu", "factors": { "length": 178, "offset": 0, "std": 2.75667 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 2.777 } }, "second_band": { "type": "bbu", "factors": { "length": 178, "offset": 0, "std": 2.75667 } } }
# | 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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