Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1372651.3134 | 1418906.9204 | -46255.6071 | 124348.3936 | 606557.606 | -482209.2124 |
Total P&L (%) | 1372.6513 | 1418.9069 | -46.2556 | 124.3484 | 606.5576 | -482.2092 |
Avg Daily Profit (%) | 0.7524 | 0.7778 | -0.0254 | 0.0443 | 0.1072 | 0 |
Buy And Hold Return (%) | 728.6007 | 728.6007 | 728.6007 | 728.6007 | 728.6007 | 728.6007 |
Max Trade Drawdown | -202378 | -175755 | -86425 | -2207940 | -1786196 | -700086 |
Profit Factor | 2.6528 | 3.3867 | 0.804 | 1.0244 | 1.1644 | 0.6582 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 46.1039 | 42.8571 | 49.3506 | 46.1039 | 42.8571 | 49.3506 |
Ratio Avg Win / Avg Loss | 3.1011 | 4.5156 | 0.8252 | 1.1975 | 1.5525 | 0.6755 |
Largest Winning Trade | 1036179 | 1036179 | 11875 | 962603 | 962603 | 125716 |
Largest Losing Trade | -50270 | -50270 | -15452 | -625922 | -625922 | -279056 |
Avg Bars in Trades | 137 | 254 | 21 | 137 | 254 | 21 |
Avg Bars in Winners | 166 | 332 | 22 | 166 | 332 | 22 |
Avg Bars in Losers | 113 | 195 | 21 | 113 | 195 | 21 |
Bars Traded | 21229 | 19562 | 1667 | 21229 | 19562 | 1667 |
Profit Streak | 0 | 91.6571 | 0 | 0 | 91.6571 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340155 | -31963 | -622710 | -493930 | -297957 | -622710 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 3.59861 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 3.59861 } } }
# | 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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