Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955925.6255 | 775280.6652 | 180644.9604 | 3862344.0889 | 1476371.7493 | 2385972.3395 |
Total P&L (%) | 955.9256 | 775.2807 | 180.645 | 3862.3441 | 1476.3717 | 2385.9723 |
Avg Daily Profit (%) | 0.5081 | 0.4121 | 0.096 | 0.1958 | 0.1467 | 0.171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63133 | -45014 | -41249 | -3714606 | -1784527 | -2433704 |
Profit Factor | 3.4225 | 4.4866 | 2.0488 | 1.3168 | 1.2406 | 1.394 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 48.7805 | 43.9024 | 53.6585 | 48.7805 | 43.9024 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.5936 | 5.7329 | 1.7694 | 1.3826 | 1.5852 | 1.2039 |
Largest Winning Trade | 641309 | 641309 | 41427 | 1732514 | 1732514 | 1724641 |
Largest Losing Trade | -37982 | -37982 | -17311 | -998344 | -781527 | -998344 |
Avg Bars in Trades | 87 | 96 | 79 | 87 | 96 | 79 |
Avg Bars in Winners | 113 | 126 | 102 | 113 | 126 | 102 |
Avg Bars in Losers | 63 | 72 | 52 | 63 | 72 | 52 |
Bars Traded | 7207 | 3954 | 3253 | 7207 | 3954 | 3253 |
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 | 286738 | 537609 | -60369 | -1063 | 61301 | 322474 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.92668 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.92668 } } }
# | 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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