Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288709.2288 | 197518.0336 | 91191.1952 | 71476.2101 | -70583.9088 | 142060.1189 |
Total P&L (%) | 288.7092 | 197.518 | 91.1912 | 71.4762 | -70.5839 | 142.0601 |
Avg Daily Profit (%) | 0.1509 | 0.1032 | 0.0477 | 0.0282 | -0.0639 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137336 | -68706 | -114465 | -733961 | -451600 | -489083 |
Profit Factor | 1.321 | 1.4678 | 1.1911 | 1.0262 | 0.9485 | 1.1043 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Profitability (%) | 50 | 51.0417 | 48.9583 | 50 | 51.0417 | 48.9583 |
Ratio Avg Win / Avg Loss | 1.321 | 1.4079 | 1.2418 | 1.0262 | 0.9097 | 1.1513 |
Largest Winning Trade | 52230 | 37630 | 52230 | 310658 | 147259 | 310658 |
Largest Losing Trade | -67138 | -24158 | -67138 | -350331 | -135751 | -350331 |
Avg Bars in Trades | 117 | 58 | 177 | 117 | 58 | 177 |
Avg Bars in Winners | 155 | 55 | 260 | 155 | 55 | 260 |
Avg Bars in Losers | 79 | 60 | 97 | 79 | 60 | 97 |
Bars Traded | 22595 | 5598 | 16997 | 22595 | 5598 | 16997 |
Profit Streak | 0 | 72.0106 | 0 | 0 | 72.0106 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303083 | -53640 | -140282 | -345952 | -580382 | -237675 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 56, "offset": 0, "std": 1.04962 } } }
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# | 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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