Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882301.5847 | 904224.1939 | -21922.6093 | 484568.8922 | 1389691.2792 | -905122.387 |
Total P&L (%) | 882.3016 | 904.2242 | -21.9226 | 484.5689 | 1389.6913 | -905.1224 |
Avg Daily Profit (%) | 0.4845 | 0.4966 | -0.012 | 0.097 | 0.1484 | 0 |
Buy And Hold Return (%) | 574.4395 | 574.4395 | 574.4395 | 574.4395 | 574.4395 | 574.4395 |
Max Trade Drawdown | -106308 | -93796 | -72327 | -1270254 | -967490 | -1003018 |
Profit Factor | 2.4697 | 4.131 | 0.9296 | 1.093 | 1.5768 | 0.677 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 45 | 50 | 40 | 45 | 50 | 40 |
Ratio Avg Win / Avg Loss | 3.0185 | 4.131 | 1.3945 | 1.3359 | 1.5768 | 1.0155 |
Largest Winning Trade | 568562 | 568562 | 74672 | 1077917 | 1077917 | 496939 |
Largest Losing Trade | -53863 | -53863 | -39202 | -379467 | -362979 | -379467 |
Avg Bars in Trades | 88 | 97 | 79 | 88 | 97 | 79 |
Avg Bars in Winners | 120 | 119 | 122 | 120 | 119 | 122 |
Avg Bars in Losers | 61 | 75 | 50 | 61 | 75 | 50 |
Bars Traded | 7061 | 3895 | 3166 | 7061 | 3895 | 3166 |
Profit Streak | 0 | 103.3447 | 0 | 0 | 103.3447 | 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 | -20528 | 309271 | -582972 | -373211 | 177011 | -582972 |
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{ "first_band": { "type": "bbu", "factors": { "length": 124, "offset": 0, "std": 1.16101 } }, "second_band": { "type": "bbu", "factors": { "length": 96, "offset": 0, "std": 1.2726 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 124, "offset": 0, "std": 1.16101 } }, "second_band": { "type": "bbu", "factors": { "length": 96, "offset": 0, "std": 1.2726 } } }
# | 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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