Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291298.9827 | 1367906.3027 | -76607.32 | 148009.164 | 2548459.3413 | -2400450.1773 |
Total P&L (%) | 1291.299 | 1367.9063 | -76.6073 | 148.0092 | 2548.4593 | -2400.4502 |
Avg Daily Profit (%) | 0.6201 | 0.6569 | -0.0368 | 0.0436 | 0.1575 | 0 |
Buy And Hold Return (%) | 536.0722 | 536.0722 | 536.0722 | 536.0722 | 536.0722 | 536.0722 |
Max Trade Drawdown | -223276 | -180622 | -109697 | -4412395 | -2090204 | -2796642 |
Profit Factor | 2.6431 | 4.2933 | 0.7933 | 1.0189 | 1.7891 | 0.4776 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 40 | 33.3333 | 46.5517 | 40 | 33.3333 | 46.5517 |
Ratio Avg Win / Avg Loss | 3.9646 | 8.5866 | 0.9108 | 1.5284 | 3.5782 | 0.5484 |
Largest Winning Trade | 1025234 | 1025234 | 46386 | 4159005 | 4159005 | 1036031 |
Largest Losing Trade | -67972 | -42732 | -67972 | -2447953 | -804758 | -2447953 |
Avg Bars in Trades | 208 | 319 | 99 | 208 | 319 | 99 |
Avg Bars in Winners | 317 | 594 | 122 | 317 | 594 | 122 |
Avg Bars in Losers | 136 | 182 | 79 | 136 | 182 | 79 |
Bars Traded | 24006 | 18235 | 5771 | 24006 | 18235 | 5771 |
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 | 321207 | -171104 | -762174 | -502610 | -177299 | -762174 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 202, "offset": 137 } }, "second_band": { "type": "bbu", "factors": { "length": 182, "offset": 0, "std": 2.83937 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 202, "offset": 137 } }, "second_band": { "type": "bbu", "factors": { "length": 182, "offset": 0, "std": 2.83937 } } }
# | 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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