Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149644.6891 | 54837.4354 | 94807.2537 | 56930.0962 | 60730.2155 | -3800.1193 |
Total P&L (%) | 149.6447 | 54.8374 | 94.8073 | 56.9301 | 60.7302 | -3.8001 |
Avg Daily Profit (%) | 0.1615 | 0.0592 | 0.1023 | 0.0486 | 0.0512 | -0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89882 | -42016 | -91908 | -97592 | -28060 | -99594 |
Profit Factor | 1.3887 | 1.3337 | 1.4296 | 1.1521 | 1.46 | 0.9843 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 66.1871 | 58.5714 | 73.913 | 66.1871 | 58.5714 | 73.913 |
Ratio Avg Win / Avg Loss | 0.7094 | 0.9433 | 0.5046 | 0.5886 | 1.0327 | 0.3474 |
Largest Winning Trade | 28876 | 16364 | 28876 | 22256 | 21854 | 22256 |
Largest Losing Trade | -68005 | -20937 | -68005 | -68558 | -14913 | -68558 |
Avg Bars in Trades | 38 | 16 | 60 | 38 | 16 | 60 |
Avg Bars in Winners | 30 | 18 | 39 | 30 | 18 | 39 |
Avg Bars in Losers | 54 | 13 | 119 | 54 | 13 | 119 |
Bars Traded | 5309 | 1162 | 4147 | 5309 | 1162 | 4147 |
Profit Streak | 27.3269 | 105.1602 | 27.3269 | 27.3269 | 105.1602 | 27.3269 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369240 | -207613 | -154751 | -179701 | -215385 | -678345 |
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.31926 } }, "second_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 3.54305 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.31926 } }, "second_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 3.54305 } } }
# | 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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