Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1818171.7321 | 1695515.0053 | 122656.7268 | 927824.6506 | -936148.6976 | 1863973.3483 |
Total P&L (%) | 1818.1717 | 1695.515 | 122.6567 | 927.8247 | -936.1487 | 1863.9733 |
Avg Daily Profit (%) | 0.786 | 0.7329 | 0.053 | 0.1008 | 0 | 0.1288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179612 | -168560 | -62224 | -6219878 | -5510316 | -831064 |
Profit Factor | 4.3647 | 5.3021 | 1.8386 | 1.1074 | 0.863 | 2.034 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 49.1803 | 40 | 58.0645 | 49.1803 | 40 | 58.0645 |
Ratio Avg Win / Avg Loss | 4.5102 | 7.9532 | 1.3279 | 1.1443 | 1.2945 | 1.469 |
Largest Winning Trade | 1477634 | 1477634 | 38011 | 3606383 | 3606383 | 1773999 |
Largest Losing Trade | -69750 | -69750 | -37730 | -3787871 | -3787871 | -665918 |
Avg Bars in Trades | 213 | 386 | 46 | 213 | 386 | 46 |
Avg Bars in Winners | 271 | 592 | 56 | 271 | 592 | 56 |
Avg Bars in Losers | 157 | 248 | 32 | 157 | 248 | 32 |
Bars Traded | 13030 | 11581 | 1449 | 13030 | 11581 | 1449 |
Profit Streak | 88.6877 | 0 | 181.1877 | 88.6877 | 0 | 181.1877 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145385 | 600223 | -118141 | -326136 | -583047 | -16316 |
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{ "first_band": { "type": "midprice", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 207, "offset": 0, "std": 2.47285 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 207, "offset": 0, "std": 2.47285 } } }
# | 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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