Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2492074.5776 | 2494946.9033 | -2872.3257 | 168604.5995 | 331738.4236 | -163133.8241 |
Total P&L (%) | 2492.0746 | 2494.9469 | -2.8723 | 168.6046 | 331.7384 | -163.1338 |
Avg Daily Profit (%) | 1.3449 | 1.3465 | -0.0016 | 0.0533 | 0.079 | 0 |
Buy And Hold Return (%) | 136.67 | 136.67 | 136.67 | 136.67 | 136.67 | 136.67 |
Max Trade Drawdown | -199336 | -150371 | -57189 | -4238530 | -3373840 | -864689 |
Profit Factor | 4.8503 | 5.8837 | 0.9789 | 1.0143 | 1.0341 | 0.9214 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 42.8571 | 33.3333 | 52.381 | 42.8571 | 33.3333 | 52.381 |
Ratio Avg Win / Avg Loss | 6.467 | 11.7673 | 0.8899 | 1.3524 | 2.0682 | 0.8377 |
Largest Winning Trade | 2407843 | 2407843 | 14471 | 2668429 | 2668429 | 286390 |
Largest Losing Trade | -67452 | -67452 | -21542 | -1212335 | -1212335 | -336269 |
Avg Bars in Trades | 256 | 477 | 34 | 256 | 477 | 34 |
Avg Bars in Winners | 411 | 992 | 41 | 411 | 992 | 41 |
Avg Bars in Losers | 139 | 219 | 26 | 139 | 219 | 26 |
Bars Traded | 21505 | 20052 | 1453 | 21505 | 20052 | 1453 |
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 | 675752 | 563225 | -580426 | -422135 | -279883 | -580426 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 246, "offset": 0, "std": 3.64811 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 246, "offset": 0, "std": 3.64811 } } }
# | 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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