Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1292452.6727 | 1294774.5115 | -2321.8388 | 334569.6155 | 799543.1469 | -464973.5314 |
Total P&L (%) | 1292.4527 | 1294.7745 | -2.3218 | 334.5696 | 799.5431 | -464.9735 |
Avg Daily Profit (%) | 0.7131 | 0.7144 | -0.0013 | 0.0811 | 0.1213 | 0 |
Buy And Hold Return (%) | 514.4487 | 514.4487 | 514.4487 | 514.4487 | 514.4487 | 514.4487 |
Max Trade Drawdown | -145174 | -147062 | -51481 | -1615331 | -1370410 | -778332 |
Profit Factor | 3.0011 | 3.9997 | 0.9892 | 1.0636 | 1.2371 | 0.7541 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 44.086 | 39.1304 | 48.9362 | 44.086 | 39.1304 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.8063 | 6.2217 | 1.0322 | 1.3489 | 1.9244 | 0.7869 |
Largest Winning Trade | 787616 | 787616 | 28969 | 1258130 | 1258130 | 327949 |
Largest Losing Trade | -47223 | -47223 | -29181 | -557654 | -557654 | -550485 |
Avg Bars in Trades | 110 | 188 | 35 | 110 | 188 | 35 |
Avg Bars in Winners | 144 | 273 | 44 | 144 | 273 | 44 |
Avg Bars in Losers | 83 | 133 | 26 | 83 | 133 | 26 |
Bars Traded | 10309 | 8653 | 1655 | 10309 | 8653 | 1655 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452134 | 424866 | -579443 | -403103 | -43882 | -581110 |
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{ "first_band": { "type": "midprice", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 219, "offset": 0, "std": 3.61311 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 219, "offset": 0, "std": 3.61311 } } }
# | 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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