Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273436.7686 | 1210631.8654 | 62804.9032 | 2469694.5099 | 2135601.1329 | 334093.3771 |
Total P&L (%) | 1273.4368 | 1210.6319 | 62.8049 | 2469.6945 | 2135.6011 | 334.0934 |
Avg Daily Profit (%) | 0.6998 | 0.6653 | 0.0345 | 0.1786 | 0.1709 | 0.0807 |
Buy And Hold Return (%) | 560.1836 | 560.1836 | 560.1836 | 560.1836 | 560.1836 | 560.1836 |
Max Trade Drawdown | -181611 | -116804 | -86910 | -16695973 | -10752915 | -6281396 |
Profit Factor | 2.1291 | 3.192 | 1.1091 | 1.0511 | 1.0831 | 1.0147 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 158 | 72 | 86 | 158 | 72 | 86 |
Losing Trades | 237 | 125 | 112 | 237 | 125 | 112 |
Profitability (%) | 40 | 36.5482 | 43.4343 | 40 | 36.5482 | 43.4343 |
Ratio Avg Win / Avg Loss | 3.1937 | 5.5416 | 1.4444 | 1.5766 | 1.8804 | 1.3215 |
Largest Winning Trade | 764479 | 764479 | 52757 | 6463131 | 6463131 | 1757758 |
Largest Losing Trade | -23246 | -21272 | -23246 | -2382822 | -2382822 | -1720651 |
Avg Bars in Trades | 17 | 20 | 15 | 17 | 20 | 15 |
Avg Bars in Winners | 29 | 38 | 22 | 29 | 38 | 22 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7076 | 4012 | 3063 | 7076 | 4012 | 3063 |
Profit Streak | 0 | 16.9118 | 0 | 0 | 16.9118 | 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 | 350830 | 302185 | -414847 | -158799 | -126491 | -457086 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 202, "offset": 0, "std": 3.49944 } } }
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# | 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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