Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209094.0678 | 89798.8102 | 119295.2576 | 112905.696 | 15852.454 | 97053.242 |
Total P&L (%) | 209.0941 | 89.7988 | 119.2953 | 112.9057 | 15.8525 | 97.0532 |
Avg Daily Profit (%) | 0.187 | 0.0803 | 0.1067 | 0.0676 | 0.0132 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89367 | -86877 | -39494 | -334062 | -168900 | -166321 |
Profit Factor | 1.4624 | 1.3549 | 1.5989 | 1.1373 | 1.037 | 1.2464 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 45.3237 | 37.1429 | 53.6232 | 45.3237 | 37.1429 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.7641 | 2.2929 | 1.3829 | 1.372 | 1.7549 | 1.0779 |
Largest Winning Trade | 158765 | 158765 | 36927 | 116151 | 105337 | 116151 |
Largest Losing Trade | -22687 | -22687 | -22510 | -120664 | -79721 | -120664 |
Avg Bars in Trades | 93 | 121 | 65 | 93 | 121 | 65 |
Avg Bars in Winners | 124 | 181 | 85 | 124 | 181 | 85 |
Avg Bars in Losers | 67 | 85 | 42 | 67 | 85 | 42 |
Bars Traded | 13001 | 8494 | 4507 | 13001 | 8494 | 4507 |
Profit Streak | 6.739 | 6.739 | 48.489 | 6.739 | 6.739 | 48.489 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338655 | -182976 | -149304 | -172467 | -462399 | -212797 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 161 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 0, "std": 4.83753 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 161 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 0, "std": 4.83753 } } }
# | 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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