Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304838.2898 | 1287940.0679 | 16898.2219 | 787369.2339 | 1965854.9133 | -1178485.6794 |
Total P&L (%) | 1304.8383 | 1287.9401 | 16.8982 | 787.3692 | 1965.8549 | -1178.4857 |
Avg Daily Profit (%) | 0.716 | 0.7067 | 0.0093 | 0.1199 | 0.1663 | 0 |
Buy And Hold Return (%) | 644.4444 | 644.4444 | 644.4444 | 644.4444 | 644.4444 | 644.4444 |
Max Trade Drawdown | -135047 | -110225 | -86817 | -1730791 | -896084 | -1529598 |
Profit Factor | 2.5352 | 3.905 | 1.0416 | 1.1024 | 1.5522 | 0.7143 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Profitability (%) | 48.0447 | 48.3146 | 47.7778 | 48.0447 | 48.3146 | 47.7778 |
Ratio Avg Win / Avg Loss | 2.7415 | 4.1774 | 1.1385 | 1.1922 | 1.6604 | 0.7808 |
Largest Winning Trade | 813918 | 813918 | 61532 | 1492155 | 1492155 | 420525 |
Largest Losing Trade | -52053 | -52053 | -43179 | -757653 | -506105 | -757653 |
Avg Bars in Trades | 20 | 25 | 14 | 20 | 25 | 14 |
Avg Bars in Winners | 24 | 30 | 18 | 24 | 30 | 18 |
Avg Bars in Losers | 15 | 20 | 11 | 15 | 20 | 11 |
Bars Traded | 3580 | 2255 | 1326 | 3580 | 2255 | 1326 |
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 | 396420 | 423637 | -521931 | -236739 | 242112 | -581678 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 41 } }, "second_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 1.14659 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 41 } }, "second_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 1.14659 } } }
# | 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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