Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461655.354 | 1400635.6476 | 61019.7064 | 2207264.2212 | 1891555.3566 | 315708.8645 |
Total P&L (%) | 1461.6554 | 1400.6356 | 61.0197 | 2207.2642 | 1891.5554 | 315.7089 |
Avg Daily Profit (%) | 0.8008 | 0.7673 | 0.0334 | 0.1721 | 0.164 | 0.0781 |
Buy And Hold Return (%) | 780.4408 | 780.4408 | 780.4408 | 780.4408 | 780.4408 | 780.4408 |
Max Trade Drawdown | -153926 | -158404 | -45245 | -4251452 | -3466657 | -1026259 |
Profit Factor | 2.6808 | 3.4381 | 1.2067 | 1.1287 | 1.1619 | 1.0577 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 50.5952 | 41.6667 | 59.5238 | 50.5952 | 41.6667 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.6177 | 4.8134 | 0.8206 | 1.1021 | 1.6267 | 0.7193 |
Largest Winning Trade | 798231 | 798231 | 24890 | 1696712 | 1696712 | 720205 |
Largest Losing Trade | -40153 | -40153 | -36180 | -1456167 | -1456167 | -597155 |
Avg Bars in Trades | 126 | 204 | 48 | 126 | 204 | 48 |
Avg Bars in Winners | 149 | 290 | 51 | 149 | 290 | 51 |
Avg Bars in Losers | 102 | 142 | 44 | 102 | 142 | 44 |
Bars Traded | 21211 | 17148 | 4063 | 21211 | 17148 | 4063 |
Profit Streak | 0 | 94.4027 | 0 | 0 | 94.4027 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414049 | 309367 | -314981 | -73463 | -40246 | -411971 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 90, "offset": 0, "std": 1.36358 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 90, "offset": 0, "std": 1.36358 } } }
# | 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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