Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365166.4711 | 347993.3827 | 17173.0884 | 240212.2612 | 196366.0211 | 43846.24 |
Total P&L (%) | 365.1665 | 347.9934 | 17.1731 | 240.2123 | 196.366 | 43.8462 |
Avg Daily Profit (%) | 0.3506 | 0.3341 | 0.0165 | 0.1176 | 0.1044 | 0.0349 |
Buy And Hold Return (%) | 133.1795 | 133.1795 | 133.1795 | 133.1795 | 133.1795 | 133.1795 |
Max Trade Drawdown | -73845 | -70853 | -48590 | -140919 | -142712 | -62131 |
Profit Factor | 1.932 | 2.2186 | 1.1616 | 1.4954 | 1.5474 | 1.3474 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 47.0588 | 44.0678 | 50 | 47.0588 | 44.0678 | 50 |
Ratio Avg Win / Avg Loss | 2.1735 | 2.8159 | 1.1616 | 1.6823 | 1.964 | 1.3474 |
Largest Winning Trade | 270837 | 270837 | 14540 | 190609 | 190609 | 26431 |
Largest Losing Trade | -27482 | -27482 | -11610 | -52455 | -52455 | -14999 |
Avg Bars in Trades | 206 | 381 | 35 | 206 | 381 | 35 |
Avg Bars in Winners | 266 | 538 | 30 | 266 | 538 | 30 |
Avg Bars in Losers | 153 | 257 | 39 | 153 | 257 | 39 |
Bars Traded | 24587 | 22479 | 2108 | 24587 | 22479 | 2108 |
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 | 302700 | -169453 | -548516 | -42628 | -248124 | -480845 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 222, "offset": 0, "std": 1.99527 } } }
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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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