Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3106607.2085 | 3189367.3208 | -82760.1123 | -62805.7122 | 470702.209 | -533507.9211 |
Total P&L (%) | 3106.6072 | 3189.3673 | -82.7601 | -62.8057 | 470.7022 | -533.5079 |
Avg Daily Profit (%) | 1.4918 | 1.5315 | -0.0397 | -0.0475 | 0.0837 | 0 |
Buy And Hold Return (%) | 86.8885 | 86.8885 | 86.8885 | 86.8885 | 86.8885 | 86.8885 |
Max Trade Drawdown | -343485 | -295414 | -82579 | -3628699 | -2984090 | -666467 |
Profit Factor | 4.1969 | 4.9801 | 0.5144 | 0.9877 | 1.1125 | 0.4308 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 34.5324 | 28.9855 | 40 | 34.5324 | 28.9855 | 40 |
Ratio Avg Win / Avg Loss | 7.9567 | 12.2012 | 0.7716 | 1.8726 | 2.7257 | 0.6462 |
Largest Winning Trade | 2764110 | 2764110 | 9068 | 2782254 | 2782254 | 140919 |
Largest Losing Trade | -59626 | -59626 | -11759 | -1165076 | -1165076 | -259864 |
Avg Bars in Trades | 173 | 338 | 12 | 173 | 338 | 12 |
Avg Bars in Winners | 271 | 631 | 14 | 271 | 631 | 14 |
Avg Bars in Losers | 122 | 218 | 10 | 122 | 218 | 10 |
Bars Traded | 24173 | 23324 | 849 | 24173 | 23324 | 849 |
Profit Streak | 53.7551 | 80.8385 | 53.7551 | 53.7551 | 80.8385 | 53.7551 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 587163 | -91663 | -678284 | -582662 | -291195 | -678284 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 240, "offset": 0, "std": 4.65187 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 240, "offset": 0, "std": 4.65187 } } }
# | 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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