Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1370927.5697 | 1321425.8033 | 49501.7664 | -10962.1244 | -35461.8118 | 24499.6874 |
Total P&L (%) | 1370.9276 | 1321.4258 | 49.5018 | -10.9621 | -35.4618 | 24.4997 |
Avg Daily Profit (%) | 0.5791 | 0.5582 | 0.0209 | -0.0049 | -0.0185 | 0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139727 | -148832 | -123462 | -369117 | -333255 | -177496 |
Profit Factor | 2.3662 | 3.6357 | 1.0986 | 0.9926 | 0.9528 | 1.0332 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 115 | 64 | 51 | 115 | 64 | 51 |
Profitability (%) | 42.5 | 36 | 49 | 42.5 | 36 | 49 |
Ratio Avg Win / Avg Loss | 3.2013 | 6.4634 | 1.1434 | 1.343 | 1.6939 | 1.0754 |
Largest Winning Trade | 1377509 | 1377509 | 61012 | 242056 | 242056 | 98040 |
Largest Losing Trade | -77000 | -39519 | -77000 | -150254 | -150254 | -73809 |
Avg Bars in Trades | 46 | 56 | 36 | 46 | 56 | 36 |
Avg Bars in Winners | 68 | 93 | 50 | 68 | 93 | 50 |
Avg Bars in Losers | 30 | 35 | 23 | 30 | 35 | 23 |
Bars Traded | 9316 | 5651 | 3665 | 9316 | 5651 | 3665 |
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 | 500953 | 437824 | -279063 | -580980 | -583732 | -369029 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 143 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 4.41509 } } }
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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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