Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158504.4782 | 137578.1711 | 20926.3071 | 314269.2461 | 278792.1399 | 35477.1063 |
Total P&L (%) | 158.5045 | 137.5782 | 20.9263 | 314.2692 | 278.7921 | 35.4771 |
Avg Daily Profit (%) | 0.1552 | 0.1347 | 0.0205 | 0.1392 | 0.1305 | 0.0297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130844 | -41963 | -119499 | -158934 | -85527 | -158934 |
Profit Factor | 1.2512 | 1.6656 | 1.0493 | 1.3668 | 2.0035 | 1.0613 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 78 | 35 | 43 | 70 | 33 | 37 |
Losing Trades | 39 | 23 | 16 | 47 | 25 | 22 |
Profitability (%) | 66.6667 | 60.3448 | 72.8814 | 59.8291 | 56.8966 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.6256 | 1.0945 | 0.3904 | 0.9177 | 1.5178 | 0.631 |
Largest Winning Trade | 76156 | 76156 | 35630 | 163206 | 163206 | 148950 |
Largest Losing Trade | -188676 | -20380 | -188676 | -188676 | -43629 | -188676 |
Avg Bars in Trades | 50 | 24 | 77 | 50 | 24 | 77 |
Avg Bars in Winners | 38 | 23 | 50 | 49 | 26 | 69 |
Avg Bars in Losers | 75 | 24 | 148 | 53 | 20 | 90 |
Bars Traded | 5945 | 1394 | 4551 | 5945 | 1394 | 4551 |
Profit Streak | 19.227 | 0 | 31.8937 | 19.227 | 0 | 31.8937 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301913 | -189623 | -512888 | -6183 | -193930 | -485064 |
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{ "first_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 4.29958 } }, "second_band": { "type": "midprice", "factors": { "length": 132, "offset": 0 } } }
# | 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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