Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3341839.5879 | 3275445.7983 | 66393.7896 | 521342.6187 | 1429745.9874 | -908403.3686 |
Total P&L (%) | 3341.8396 | 3275.4458 | 66.3938 | 521.3426 | 1429.746 | -908.4034 |
Avg Daily Profit (%) | 1.6045 | 1.5727 | 0.0319 | 0.0877 | 0.1311 | 0 |
Buy And Hold Return (%) | 78.3582 | 78.3582 | 78.3582 | 78.3582 | 78.3582 | 78.3582 |
Max Trade Drawdown | -323669 | -295389 | -58098 | -6611914 | -5411424 | -1796047 |
Profit Factor | 4.3494 | 5.4297 | 1.257 | 1.044 | 1.1681 | 0.7281 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 20 | 37 | 57 | 20 | 37 |
Losing Trades | 73 | 45 | 28 | 73 | 45 | 28 |
Profitability (%) | 43.8462 | 30.7692 | 56.9231 | 43.8462 | 30.7692 | 56.9231 |
Ratio Avg Win / Avg Loss | 5.5703 | 12.2169 | 0.9513 | 1.3371 | 2.6283 | 0.551 |
Largest Winning Trade | 2728662 | 2728662 | 35855 | 5180049 | 5180049 | 731801 |
Largest Losing Trade | -62376 | -62376 | -31940 | -1372079 | -1372079 | -890934 |
Avg Bars in Trades | 188 | 330 | 46 | 188 | 330 | 46 |
Avg Bars in Winners | 223 | 546 | 49 | 223 | 546 | 49 |
Avg Bars in Losers | 161 | 234 | 42 | 161 | 234 | 42 |
Bars Traded | 24519 | 21493 | 3026 | 24519 | 21493 | 3026 |
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 | 688809 | -117490 | -448708 | -249781 | -191546 | -711560 |
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{ "first_band": { "type": "midprice", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 84, "offset": 0, "std": 2.49024 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 84, "offset": 0, "std": 2.49024 } } }
# | 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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