Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190838.5681 | 149562.0736 | 41276.4945 | 1591.6339 | -57149.2494 | 58740.8833 |
Total P&L (%) | 190.8386 | 149.5621 | 41.2765 | 1.5916 | -57.1492 | 58.7409 |
Avg Daily Profit (%) | 0.1832 | 0.1436 | 0.0396 | 0.0015 | -0.0813 | 0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81545 | -74414 | -15521 | -194811 | -183304 | -22121 |
Profit Factor | 1.4782 | 1.4429 | 1.6721 | 1.0025 | 0.9001 | 1.7638 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 45 | 42 | 48 | 45 | 42 | 48 |
Ratio Avg Win / Avg Loss | 1.8066 | 1.9926 | 1.8114 | 1.2252 | 1.243 | 1.9108 |
Largest Winning Trade | 167907 | 167907 | 19690 | 172421 | 172421 | 21121 |
Largest Losing Trade | -51464 | -51464 | -10475 | -142060 | -142060 | -12115 |
Avg Bars in Trades | 244 | 467 | 21 | 244 | 467 | 21 |
Avg Bars in Winners | 248 | 507 | 21 | 248 | 507 | 21 |
Avg Bars in Losers | 241 | 438 | 21 | 241 | 438 | 21 |
Bars Traded | 24455 | 23378 | 1077 | 24455 | 23378 | 1077 |
Profit Streak | 18.1971 | 0 | 51.6138 | 18.1971 | 0 | 51.6138 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311283 | -182465 | -318905 | -575506 | -762277 | -311041 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 74, "offset": 0, "std": 2.49276 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 74, "offset": 0, "std": 2.49276 } } }
# | 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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