Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 18817.8818 | -7002.943 | 25820.8248 | 16004.8021 | -13636.3038 | 29641.1058 |
Total P&L (%) | 18.8179 | -7.0029 | 25.8208 | 16.0048 | -13.6363 | 29.6411 |
Avg Daily Profit (%) | 0.3613 | -0.1345 | 0.4958 | 0.2855 | -0.2811 | 0.4997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22531 | -25903 | -8605 | -30414 | -34754 | -11412 |
Profit Factor | 1.1908 | 0.8876 | 1.7112 | 1.1238 | 0.8328 | 1.6213 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 56.8421 | 55.7895 | 57.8947 | 56.8421 | 55.7895 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.9041 | 0.7034 | 1.2445 | 0.8533 | 0.6599 | 1.1791 |
Largest Winning Trade | 10528 | 10528 | 4158 | 11434 | 11434 | 5187 |
Largest Losing Trade | -9934 | -9934 | -6826 | -12903 | -12903 | -9092 |
Avg Bars in Trades | 125 | 106 | 144 | 125 | 106 | 144 |
Avg Bars in Winners | 90 | 78 | 102 | 90 | 78 | 102 |
Avg Bars in Losers | 171 | 142 | 202 | 171 | 142 | 202 |
Bars Traded | 23857 | 10142 | 13715 | 23857 | 10142 | 13715 |
Profit Streak | 13.3613 | 0 | 13.4613 | 13.3613 | 0 | 13.4613 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10580 | -582385 | 300414 | -86747 | -582385 | 297600 |
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{ "first_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 1.8632 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "offset": 222 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 1.8632 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "offset": 222 } } }
# | 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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