Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358053.2339 | 1281466.2871 | 76586.9468 | 1768149.6414 | 1192665.0853 | 575484.5561 |
Total P&L (%) | 1358.0532 | 1281.4663 | 76.5869 | 1768.1496 | 1192.6651 | 575.4846 |
Avg Daily Profit (%) | 0.7374 | 0.6958 | 0.0416 | 0.1591 | 0.1391 | 0.1038 |
Buy And Hold Return (%) | 138.0952 | 138.0952 | 138.0952 | 138.0952 | 138.0952 | 138.0952 |
Max Trade Drawdown | -131952 | -148634 | -31778 | -1423315 | -1474223 | -261865 |
Profit Factor | 3.9711 | 4.9153 | 1.59 | 1.3992 | 1.3496 | 1.5659 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 54.2553 | 51.0638 | 57.4468 | 54.2553 | 51.0638 | 57.4468 |
Ratio Avg Win / Avg Loss | 3.3481 | 4.7105 | 1.1778 | 1.1797 | 1.2933 | 1.1599 |
Largest Winning Trade | 1177812 | 1177812 | 29995 | 1177812 | 1177812 | 277644 |
Largest Losing Trade | -38520 | -38520 | -24174 | -704655 | -704655 | -217554 |
Avg Bars in Trades | 114 | 191 | 36 | 114 | 191 | 36 |
Avg Bars in Winners | 120 | 217 | 34 | 120 | 217 | 34 |
Avg Bars in Losers | 105 | 163 | 39 | 105 | 163 | 39 |
Bars Traded | 10718 | 9002 | 1716 | 10718 | 9002 | 1716 |
Profit Streak | 87.5246 | 88.5246 | 87.5246 | 87.5246 | 88.5246 | 87.5246 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 771625 | 748292 | -299674 | 365076 | -5809 | -52778 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 201, "offset": 0, "std": 1.02345 } } }
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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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