Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86951.3845 | 21194.7618 | 65756.6228 | -19147.3005 | -10156.1916 | -8991.1089 |
Total P&L (%) | 86.9514 | 21.1948 | 65.7566 | -19.1473 | -10.1562 | -8.9911 |
Avg Daily Profit (%) | 0.1669 | 0.0407 | 0.1263 | -0.0408 | -0.0206 | -0.0181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123444 | -23846 | -107315 | -142060 | -36277 | -114938 |
Profit Factor | 1.2191 | 1.1584 | 1.25 | 0.9537 | 0.9278 | 0.9671 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 62.1469 | 60.6742 | 63.6364 | 62.1469 | 60.6742 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.7426 | 0.7508 | 0.7143 | 0.5809 | 0.6013 | 0.5526 |
Largest Winning Trade | 31490 | 8126 | 31490 | 18000 | 7641 | 18000 |
Largest Losing Trade | -74744 | -8503 | -74744 | -70098 | -14093 | -70098 |
Avg Bars in Trades | 137 | 32 | 243 | 137 | 32 | 243 |
Avg Bars in Winners | 110 | 27 | 190 | 110 | 27 | 190 |
Avg Bars in Losers | 180 | 38 | 335 | 180 | 38 | 335 |
Bars Traded | 24252 | 2861 | 21391 | 24252 | 2861 | 21391 |
Profit Streak | 9.7481 | 9.7481 | 18.6647 | 9.7481 | 9.7481 | 18.6647 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316054 | -190953 | -24008 | -577260 | -579173 | -578147 |
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{ "first_band": { "type": "bbu", "factors": { "length": 229, "offset": 0, "std": 4.4904 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 229, "offset": 0, "std": 4.4904 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } } }
# | 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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