Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1539363.5793 | 1575406.0489 | -36042.4696 | 73336.6535 | 190518.4716 | -117181.8182 |
Total P&L (%) | 1539.3636 | 1575.406 | -36.0425 | 73.3367 | 190.5185 | -117.1818 |
Avg Daily Profit (%) | 0.7122 | 0.7289 | -0.0167 | 0.0255 | 0.0494 | 0 |
Buy And Hold Return (%) | 225.054 | 225.054 | 225.054 | 225.054 | 225.054 | 225.054 |
Max Trade Drawdown | -278889 | -223923 | -80030 | -1013357 | -797841 | -229314 |
Profit Factor | 3.6244 | 4.3894 | 0.704 | 1.0364 | 1.112 | 0.6253 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 41.9355 | 48.3871 | 35.4839 | 41.9355 | 48.3871 | 35.4839 |
Ratio Avg Win / Avg Loss | 5.0184 | 4.682 | 1.28 | 1.435 | 1.1861 | 1.1369 |
Largest Winning Trade | 1366192 | 1366192 | 24143 | 897158 | 897158 | 64532 |
Largest Losing Trade | -55971 | -55971 | -17334 | -532309 | -532309 | -119494 |
Avg Bars in Trades | 205 | 389 | 21 | 205 | 389 | 21 |
Avg Bars in Winners | 331 | 555 | 24 | 331 | 555 | 24 |
Avg Bars in Losers | 114 | 233 | 19 | 114 | 233 | 19 |
Bars Traded | 12735 | 12078 | 657 | 12735 | 12078 | 657 |
Profit Streak | 0 | 99.9291 | 0 | 0 | 99.9291 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142818 | 727078 | -584518 | -667024 | -389798 | -584518 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 85, "offset": 0, "std": 2.70763 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 85, "offset": 0, "std": 2.70763 } } }
# | 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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