Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393613.4352 | 1333659.469 | 59953.9662 | 2169476.3674 | 887843.0796 | 1281633.2878 |
Total P&L (%) | 1393.6134 | 1333.6595 | 59.954 | 2169.4764 | 887.8431 | 1281.6333 |
Avg Daily Profit (%) | 0.6179 | 0.5913 | 0.0266 | 0.1385 | 0.1016 | 0.1165 |
Buy And Hold Return (%) | 371.7172 | 371.7172 | 371.7172 | 371.7172 | 371.7172 | 371.7172 |
Max Trade Drawdown | -111102 | -96099 | -99910 | -2325278 | -1838477 | -1107295 |
Profit Factor | 3.1638 | 5.0256 | 1.1917 | 1.2596 | 1.2038 | 1.3204 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 43.3333 | 45 | 41.6667 | 43.3333 | 45 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.1372 | 6.1424 | 1.6684 | 1.6472 | 1.4714 | 1.8486 |
Largest Winning Trade | 939550 | 939550 | 47253 | 1179800 | 1179800 | 777141 |
Largest Losing Trade | -46379 | -46379 | -33457 | -620527 | -620527 | -432348 |
Avg Bars in Trades | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Winners | 55 | 59 | 50 | 55 | 59 | 50 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 4301 | 2342 | 1959 | 4301 | 2342 | 1959 |
Profit Streak | 29.2905 | 29.2905 | 78.2905 | 29.2905 | 29.2905 | 78.2905 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518457 | -153977 | -503443 | -8333 | -232314 | -210200 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 3.56692 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 3.56692 } } }
# | 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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