Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210435.246 | 208976.2595 | 1458.9865 | 93395.4365 | 108168.7267 | -14773.2902 |
Total P&L (%) | 210.4352 | 208.9763 | 1.459 | 93.3954 | 108.1687 | -14.7733 |
Avg Daily Profit (%) | 0.404 | 0.4012 | 0.0028 | 0.1267 | 0.1409 | -0.0307 |
Buy And Hold Return (%) | 68.5942 | 68.5942 | 68.5942 | 68.5942 | 68.5942 | 68.5942 |
Max Trade Drawdown | -84427 | -77396 | -17495 | -189548 | -169820 | -36371 |
Profit Factor | 2.0232 | 2.2485 | 1.0381 | 1.2451 | 1.3439 | 0.7779 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 42.623 | 46.6667 | 38.7097 | 42.623 | 46.6667 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.7236 | 2.5698 | 1.6437 | 1.6761 | 1.5359 | 1.2318 |
Largest Winning Trade | 231126 | 231126 | 9817 | 214507 | 214507 | 14924 |
Largest Losing Trade | -29560 | -29560 | -4950 | -76540 | -76540 | -12504 |
Avg Bars in Trades | 399 | 774 | 36 | 399 | 774 | 36 |
Avg Bars in Winners | 459 | 823 | 35 | 459 | 823 | 35 |
Avg Bars in Losers | 354 | 731 | 37 | 354 | 731 | 37 |
Bars Traded | 24374 | 23231 | 1143 | 24374 | 23231 | 1143 |
Profit Streak | 0 | 47.9103 | 0 | 0 | 47.9103 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159556 | 346598 | -537066 | -245995 | -14149 | -584110 |
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{ "first_band": { "type": "midprice", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 133, "offset": 0, "std": 2.1382 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 133, "offset": 0, "std": 2.1382 } } }
# | 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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