Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968756.6842 | 734843.3378 | 233913.3464 | 11856999.4326 | 2851110.9381 | 9005888.4945 |
Total P&L (%) | 968.7567 | 734.8433 | 233.9133 | 11856.9994 | 2851.1109 | 9005.8885 |
Avg Daily Profit (%) | 0.3855 | 0.2925 | 0.0931 | 0.1906 | 0.1348 | 0.1797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85965 | -75353 | -39510 | -13458448 | -12450276 | -3213687 |
Profit Factor | 2.9697 | 3.4717 | 2.2025 | 1.3122 | 1.1013 | 1.9162 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 59.0476 | 55.7692 | 62.2642 | 59.0476 | 55.7692 | 62.2642 |
Ratio Avg Win / Avg Loss | 2.0597 | 2.7534 | 1.3349 | 0.9101 | 0.8734 | 1.1614 |
Largest Winning Trade | 467502 | 467502 | 50883 | 9411744 | 9411744 | 2204532 |
Largest Losing Trade | -35099 | -35099 | -21245 | -6056761 | -6056761 | -1882186 |
Avg Bars in Trades | 140 | 208 | 72 | 140 | 208 | 72 |
Avg Bars in Winners | 157 | 244 | 80 | 157 | 244 | 80 |
Avg Bars in Losers | 115 | 163 | 59 | 115 | 163 | 59 |
Bars Traded | 14706 | 10848 | 3858 | 14706 | 10848 | 3858 |
Profit Streak | 13.182 | 0 | 51.3487 | 13.182 | 0 | 51.3487 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624735 | -163839 | -243078 | 306273 | -302731 | -167085 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 1.86301 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 1.86301 } } }
# | 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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