Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1381271.1023 | 1427706.6643 | -46435.562 | 68426.157 | 41018.3088 | 27407.8482 |
Total P&L (%) | 1381.2711 | 1427.7067 | -46.4356 | 68.4262 | 41.0183 | 27.4078 |
Avg Daily Profit (%) | 0.5526 | 0.5711 | -0.0186 | 0.0209 | 0.0138 | 0.0097 |
Buy And Hold Return (%) | 390.9285 | 390.9285 | 390.9285 | 390.9285 | 390.9285 | 390.9285 |
Max Trade Drawdown | -142762 | -113792 | -127203 | -263829 | -291854 | -109494 |
Profit Factor | 2.282 | 3.2261 | 0.8935 | 1.0407 | 1.0382 | 1.0452 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 83 | 34 | 49 | 83 | 34 | 49 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 42.5641 | 35.0515 | 50 | 42.5641 | 35.0515 | 50 |
Ratio Avg Win / Avg Loss | 3.0793 | 5.9777 | 0.8935 | 1.4043 | 1.9237 | 1.0452 |
Largest Winning Trade | 1074774 | 1074774 | 27759 | 230214 | 230214 | 68255 |
Largest Losing Trade | -70792 | -55764 | -70792 | -75568 | -75568 | -41600 |
Avg Bars in Trades | 50 | 72 | 28 | 50 | 72 | 28 |
Avg Bars in Winners | 80 | 144 | 35 | 80 | 144 | 35 |
Avg Bars in Losers | 27 | 33 | 20 | 27 | 33 | 20 |
Bars Traded | 9754 | 7007 | 2747 | 9754 | 7007 | 2747 |
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 | 391958 | 314498 | -580793 | -508388 | -523753 | -516532 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 3.42499 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 3.42499 } } }
# | 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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