Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843988.5508 | 645972.742 | 198015.8087 | 7183776.5674 | 1513806.4783 | 5669970.089 |
Total P&L (%) | 843.9886 | 645.9727 | 198.0158 | 7183.7766 | 1513.8065 | 5669.9701 |
Avg Daily Profit (%) | 0.4271 | 0.3269 | 0.1002 | 0.2173 | 0.1408 | 0.2054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96346 | -58495 | -93096 | -5010405 | -4647413 | -3312517 |
Profit Factor | 3.7963 | 6.4083 | 2.0857 | 1.6175 | 1.2627 | 1.9657 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 52.381 | 41.9355 | 62.5 | 52.381 | 41.9355 | 62.5 |
Ratio Avg Win / Avg Loss | 3.4512 | 8.873 | 1.2514 | 1.4705 | 1.7484 | 1.1794 |
Largest Winning Trade | 403019 | 403019 | 59733 | 2401542 | 2401542 | 2373208 |
Largest Losing Trade | -47840 | -20115 | -47840 | -2548913 | -1492990 | -2548913 |
Avg Bars in Trades | 176 | 245 | 108 | 176 | 245 | 108 |
Avg Bars in Winners | 234 | 418 | 114 | 234 | 418 | 114 |
Avg Bars in Losers | 112 | 120 | 99 | 112 | 120 | 99 |
Bars Traded | 11097 | 7617 | 3480 | 11097 | 7617 | 3480 |
Profit Streak | 485.6674 | 0 | 489.3341 | 485.6674 | 0 | 489.3341 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133215 | 521085 | -54166 | -139970 | -6802 | 463661 |
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{ "first_band": { "type": "midprice", "factors": { "length": 118, "offset": 202 } }, "second_band": { "type": "bbu", "factors": { "length": 177, "offset": 0, "std": 3.77495 } } }
# | 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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