Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731957.5451 | 683456.452 | 48501.0931 | 116631.0841 | 32622.3012 | 84008.7829 |
Total P&L (%) | 731.9575 | 683.4565 | 48.5011 | 116.6311 | 32.6223 | 84.0088 |
Avg Daily Profit (%) | 0.3038 | 0.2837 | 0.0201 | 0.0321 | 0.0117 | 0.0253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159093 | -97298 | -89788 | -542698 | -384319 | -206145 |
Profit Factor | 2.1046 | 2.6785 | 1.1899 | 1.0759 | 1.033 | 1.1529 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 47.1264 | 44.186 | 50 | 47.1264 | 44.186 | 50 |
Ratio Avg Win / Avg Loss | 2.3612 | 3.3833 | 1.1899 | 1.2071 | 1.3049 | 1.1529 |
Largest Winning Trade | 555107 | 555107 | 53125 | 415772 | 415772 | 175281 |
Largest Losing Trade | -30856 | -30856 | -28555 | -136981 | -123446 | -136981 |
Avg Bars in Trades | 103 | 165 | 43 | 103 | 165 | 43 |
Avg Bars in Winners | 123 | 198 | 58 | 123 | 198 | 58 |
Avg Bars in Losers | 86 | 139 | 27 | 86 | 139 | 27 |
Bars Traded | 9018 | 7118 | 1899 | 9018 | 7118 | 1899 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433508 | 419485 | -179062 | -287981 | -366479 | -211289 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 59, "offset": 0, "std": 3.61274 } } }
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# | 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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