Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587678.8793 | 614828.2358 | -27149.3566 | -76104.6367 | 98492.9724 | -174597.6091 |
Total P&L (%) | 587.6789 | 614.8282 | -27.1494 | -76.1046 | 98.493 | -174.5976 |
Avg Daily Profit (%) | 0.3175 | 0.3322 | -0.0147 | -0.0773 | 0.037 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299970 | -267909 | -57478 | -1150535 | -997494 | -230508 |
Profit Factor | 1.5857 | 1.8891 | 0.9129 | 0.9704 | 1.0525 | 0.7489 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 41.5459 | 36.8932 | 46.1538 | 41.5459 | 36.8932 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.2311 | 3.2313 | 1.0651 | 1.3653 | 1.8004 | 0.8737 |
Largest Winning Trade | 713053 | 713053 | 14836 | 988651 | 988651 | 97691 |
Largest Losing Trade | -45258 | -45258 | -17734 | -223521 | -223521 | -130384 |
Avg Bars in Trades | 53 | 92 | 13 | 53 | 92 | 13 |
Avg Bars in Winners | 67 | 136 | 13 | 67 | 136 | 13 |
Avg Bars in Losers | 42 | 66 | 14 | 42 | 66 | 14 |
Bars Traded | 10978 | 9528 | 1450 | 10978 | 9528 | 1450 |
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 | 352053 | 265567 | -580606 | -581315 | -310416 | -582273 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 203, "offset": 0, "std": 2.96319 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 203, "offset": 0, "std": 2.96319 } } }
# | 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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