Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265488.0455 | 14823.0106 | 250665.0349 | 154045.7919 | -211535.5221 | 365581.314 |
Total P&L (%) | 265.488 | 14.823 | 250.665 | 154.0458 | -211.5355 | 365.5813 |
Avg Daily Profit (%) | 0.173 | 0.0097 | 0.1634 | 0.0608 | 0 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148730 | -109263 | -80996 | -682565 | -568841 | -454426 |
Profit Factor | 1.4304 | 1.0406 | 1.9952 | 1.0596 | 0.8518 | 1.3155 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 59.292 | 56.1404 | 62.5 | 59.292 | 56.1404 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9821 | 0.813 | 1.1971 | 0.7275 | 0.6654 | 0.7893 |
Largest Winning Trade | 40246 | 40246 | 35897 | 162796 | 115828 | 162796 |
Largest Losing Trade | -49248 | -40017 | -49248 | -298309 | -298309 | -267704 |
Avg Bars in Trades | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Winners | 46 | 40 | 51 | 46 | 40 | 51 |
Avg Bars in Losers | 61 | 56 | 67 | 61 | 56 | 67 |
Bars Traded | 5913 | 2694 | 3219 | 5913 | 2694 | 3219 |
Profit Streak | 60.3791 | 88.3791 | 60.3791 | 60.3791 | 88.3791 | 60.3791 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346256 | -551066 | -167470 | -265403 | -758675 | -238016 |
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{ "first_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.20926 } }, "second_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.20926 } }, "second_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } } }
# | 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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