Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518094.5429 | 452193.6548 | 65900.8881 | 686929.6762 | 685541.4284 | 1388.2478 |
Total P&L (%) | 518.0945 | 452.1937 | 65.9009 | 686.9297 | 685.5414 | 1.3882 |
Avg Daily Profit (%) | 0.2487 | 0.2171 | 0.0316 | 0.0991 | 0.099 | 0.0007 |
Buy And Hold Return (%) | 93.125 | 93.125 | 93.125 | 93.125 | 93.125 | 93.125 |
Max Trade Drawdown | -115153 | -107130 | -88794 | -160492 | -143750 | -154497 |
Profit Factor | 1.6393 | 1.9945 | 1.1852 | 1.5782 | 2.1193 | 1.0024 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 56 | 55.1724 | 56.8182 | 56 | 55.1724 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.288 | 1.6205 | 0.9008 | 1.24 | 1.7219 | 0.7618 |
Largest Winning Trade | 156621 | 156621 | 27487 | 367947 | 367947 | 91012 |
Largest Losing Trade | -43348 | -43348 | -38020 | -107311 | -62815 | -107311 |
Avg Bars in Trades | 140 | 216 | 64 | 140 | 216 | 64 |
Avg Bars in Winners | 153 | 245 | 64 | 153 | 245 | 64 |
Avg Bars in Losers | 123 | 181 | 64 | 123 | 181 | 64 |
Bars Traded | 24561 | 18862 | 5699 | 24561 | 18862 | 5699 |
Profit Streak | 0.7568 | 58.5901 | 0.7568 | 0.7568 | 58.5901 | 0.7568 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300760 | 426244 | -337477 | -59644 | -54631 | -579876 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 103, "offset": 0, "std": 1.26842 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 103, "offset": 0, "std": 1.26842 } } }
# | 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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