Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6874425.0572 | 7004381.4943 | -129956.4371 | 115384.8312 | 830336.7853 | -714951.9541 |
Total P&L (%) | 6874.4251 | 7004.3815 | -129.9564 | 115.3848 | 830.3368 | -714.952 |
Avg Daily Profit (%) | 3.5011 | 3.5673 | -0.0662 | 0.0391 | 0.1137 | 0 |
Buy And Hold Return (%) | 1542.4242 | 1542.4242 | 1542.4242 | 1542.4242 | 1542.4242 | 1542.4242 |
Max Trade Drawdown | -141551 | -91945 | -91438 | -1872778 | -1172764 | -918688 |
Profit Factor | 12.3515 | 23.6007 | 0.5605 | 1.0388 | 1.5023 | 0.4575 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 41.7722 | 41.0256 | 42.5 | 41.7722 | 41.0256 | 42.5 |
Ratio Avg Win / Avg Loss | 17.2172 | 33.926 | 0.7583 | 1.4481 | 2.1595 | 0.619 |
Largest Winning Trade | 7052581 | 7052581 | 32594 | 1164260 | 1164260 | 224606 |
Largest Losing Trade | -57690 | -57690 | -54227 | -592943 | -592943 | -473468 |
Avg Bars in Trades | 93 | 159 | 30 | 93 | 159 | 30 |
Avg Bars in Winners | 145 | 264 | 34 | 145 | 264 | 34 |
Avg Bars in Losers | 56 | 85 | 27 | 56 | 85 | 27 |
Bars Traded | 7414 | 6203 | 1211 | 7414 | 6203 | 1211 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12254 | 679888 | -583666 | -518757 | -207664 | -583666 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 0, "std": 4.74137 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 0, "std": 4.74137 } } }
# | 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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