Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148196.1031 | 78377.3124 | 69818.7907 | 246578.741 | 162022.2624 | 84556.4786 |
Total P&L (%) | 148.1961 | 78.3773 | 69.8188 | 246.5787 | 162.0223 | 84.5565 |
Avg Daily Profit (%) | 0.5691 | 0.301 | 0.2681 | 0.4784 | 0.3706 | 0.2356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45042 | -32157 | -32730 | -66989 | -41056 | -53814 |
Profit Factor | 1.4475 | 1.5356 | 1.3778 | 1.4306 | 1.6576 | 1.2591 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Profitability (%) | 52.1912 | 53.1746 | 51.2 | 52.1912 | 53.1746 | 51.2 |
Ratio Avg Win / Avg Loss | 1.326 | 1.3522 | 1.3132 | 1.3104 | 1.4597 | 1.2001 |
Largest Winning Trade | 21448 | 11092 | 21448 | 27375 | 21893 | 27375 |
Largest Losing Trade | -10138 | -6046 | -10138 | -26378 | -16327 | -26378 |
Avg Bars in Trades | 97 | 54 | 140 | 97 | 54 | 140 |
Avg Bars in Winners | 117 | 56 | 181 | 117 | 56 | 181 |
Avg Bars in Losers | 75 | 53 | 97 | 75 | 53 | 97 |
Bars Traded | 24495 | 6902 | 17593 | 24495 | 6902 | 17593 |
Profit Streak | 0 | 0 | 2.3994 | 0 | 0 | 2.3994 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430658 | 316937 | 218022 | 399036 | 356530 | 182341 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 173, "offset": 0, "std": 1.11015 } } }
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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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