Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284164.1686 | 279796.1819 | 4367.9867 | 27036.7559 | 587798.2527 | -560761.4968 |
Total P&L (%) | 284.1642 | 279.7962 | 4.368 | 27.0368 | 587.7983 | -560.7615 |
Avg Daily Profit (%) | 0.2327 | 0.2292 | 0.0036 | 0.0196 | 0.1581 | 0 |
Buy And Hold Return (%) | 34.4853 | 34.4853 | 34.4853 | 34.4853 | 34.4853 | 34.4853 |
Max Trade Drawdown | -267144 | -185604 | -111938 | -2982412 | -2129527 | -1372655 |
Profit Factor | 1.438 | 1.7648 | 1.0154 | 1.0036 | 1.1311 | 0.8167 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 46.9231 | 43.0769 | 50.7692 | 46.9231 | 43.0769 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.6266 | 2.332 | 0.9847 | 1.1352 | 1.4946 | 0.792 |
Largest Winning Trade | 157911 | 157911 | 25766 | 1642712 | 1642712 | 316162 |
Largest Losing Trade | -31344 | -31344 | -24393 | -712575 | -712575 | -487604 |
Avg Bars in Trades | 27 | 41 | 13 | 27 | 41 | 13 |
Avg Bars in Winners | 33 | 58 | 12 | 33 | 58 | 12 |
Avg Bars in Losers | 22 | 29 | 14 | 22 | 29 | 14 |
Bars Traded | 3585 | 2716 | 869 | 3585 | 2716 | 869 |
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 | 337140 | -123433 | -690327 | -549608 | -203322 | -712080 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 1.84268 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 1.84268 } } }
# | 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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