Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260552.7421 | 1272822.6567 | -12269.9147 | -66892.8296 | 473472.3667 | -540365.1963 |
Total P&L (%) | 1260.5527 | 1272.8227 | -12.2699 | -66.8928 | 473.4724 | -540.3652 |
Avg Daily Profit (%) | 0.6773 | 0.6839 | -0.0066 | -0.0594 | 0.0939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297899 | -250820 | -79758 | -2005496 | -1206305 | -830874 |
Profit Factor | 2.6419 | 3.384 | 0.9475 | 0.9765 | 1.2725 | 0.5149 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 57 | 35 | 22 | 57 | 35 | 22 |
Profitability (%) | 41.2371 | 27.0833 | 55.102 | 41.2371 | 27.0833 | 55.102 |
Ratio Avg Win / Avg Loss | 3.7646 | 9.1109 | 0.7721 | 1.3916 | 3.426 | 0.4195 |
Largest Winning Trade | 1325864 | 1325864 | 23433 | 1665989 | 1665989 | 239985 |
Largest Losing Trade | -54376 | -54376 | -49441 | -830874 | -462003 | -830874 |
Avg Bars in Trades | 107 | 175 | 41 | 107 | 175 | 41 |
Avg Bars in Winners | 106 | 238 | 43 | 106 | 238 | 43 |
Avg Bars in Losers | 108 | 151 | 39 | 108 | 151 | 39 |
Bars Traded | 10457 | 8407 | 2050 | 10457 | 8407 | 2050 |
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 | 504240 | -2177 | -580020 | -582260 | -87421 | -580020 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 202, "offset": 0, "std": 1.71687 } } }
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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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