Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434278.9413 | 540093.8299 | -105814.8886 | -73352.2574 | 714958.0653 | -788310.3227 |
Total P&L (%) | 434.2789 | 540.0938 | -105.8149 | -73.3523 | 714.9581 | -788.3103 |
Avg Daily Profit (%) | 0.2313 | 0.2877 | -0.0564 | -0.0704 | 0.1118 | 0 |
Buy And Hold Return (%) | 270.9528 | 270.9528 | 270.9528 | 270.9528 | 270.9528 | 270.9528 |
Max Trade Drawdown | -276813 | -166695 | -151736 | -780039 | -296007 | -752060 |
Profit Factor | 1.8074 | 3.3997 | 0.6617 | 0.9461 | 3.1935 | 0.239 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 46.5517 | 55.1724 | 37.931 | 46.5517 | 55.1724 | 37.931 |
Ratio Avg Win / Avg Loss | 2.0752 | 2.7622 | 1.0828 | 1.0863 | 2.5947 | 0.391 |
Largest Winning Trade | 542055 | 542055 | 37180 | 542055 | 542055 | 196520 |
Largest Losing Trade | -69137 | -69137 | -65872 | -453805 | -234281 | -453805 |
Avg Bars in Trades | 88 | 122 | 53 | 88 | 122 | 53 |
Avg Bars in Winners | 106 | 128 | 74 | 106 | 128 | 74 |
Avg Bars in Losers | 72 | 116 | 41 | 72 | 116 | 41 |
Bars Traded | 5121 | 3561 | 1560 | 5121 | 3561 | 1560 |
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 | -179060 | 322939 | -583859 | -759952 | -40016 | -585526 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 83, "offset": 0, "std": 2.05783 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 83, "offset": 0, "std": 2.05783 } } }
# | 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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