Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3385688.2065 | 3256816.3484 | 128871.8581 | 65778764.6598 | 64786181.4772 | 992583.1826 |
Total P&L (%) | 3385.6882 | 3256.8163 | 128.8719 | 65778.7647 | 64786.1815 | 992.5832 |
Avg Daily Profit (%) | 1.657 | 1.5939 | 0.0631 | 0.3182 | 0.3174 | 0.1171 |
Buy And Hold Return (%) | 3188.1993 | 3188.1993 | 3188.1993 | 3188.1993 | 3188.1993 | 3188.1993 |
Max Trade Drawdown | -84478 | -112226 | -45323 | -25691238 | -16192862 | -11529784 |
Profit Factor | 6.4801 | 10.1068 | 1.4953 | 1.8331 | 2.6412 | 1.0251 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 53.125 | 43.75 | 62.5 | 53.125 | 43.75 | 62.5 |
Ratio Avg Win / Avg Loss | 5.7177 | 12.9944 | 0.8972 | 1.6174 | 3.3958 | 0.6151 |
Largest Winning Trade | 2003057 | 2003057 | 36355 | 31448978 | 31448978 | 7104193 |
Largest Losing Trade | -46760 | -46760 | -45323 | -15220567 | -15220567 | -11529784 |
Avg Bars in Trades | 81 | 136 | 26 | 81 | 136 | 26 |
Avg Bars in Winners | 97 | 195 | 28 | 97 | 195 | 28 |
Avg Bars in Losers | 64 | 91 | 24 | 64 | 91 | 24 |
Bars Traded | 7846 | 6560 | 1286 | 7846 | 6560 | 1286 |
Profit Streak | 452.3416 | 472.0916 | 0 | 452.3416 | 472.0916 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122822 | -138079 | -272890 | 495773 | 457123 | -394596 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 3.54963 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 3.54963 } } }
# | 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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