Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118762.7507 | 18796.7 | 99966.0507 | 109715.7105 | 30002.8228 | 79712.8877 |
Total P&L (%) | 118.7628 | 18.7967 | 99.9661 | 109.7157 | 30.0028 | 79.7129 |
Avg Daily Profit (%) | 0.228 | 0.0361 | 0.1919 | 0.1423 | 0.0504 | 0.1126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74365 | -39958 | -69356 | -89473 | -47152 | -76150 |
Profit Factor | 1.5521 | 1.286 | 1.6692 | 1.4083 | 1.3942 | 1.414 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 62.069 | 61.3636 | 62.7907 | 62.069 | 61.3636 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.9485 | 0.8097 | 0.9892 | 0.8607 | 0.8778 | 0.8379 |
Largest Winning Trade | 26835 | 7261 | 26835 | 30498 | 12349 | 30498 |
Largest Losing Trade | -41729 | -11250 | -41729 | -50403 | -12910 | -50403 |
Avg Bars in Trades | 284 | 38 | 536 | 284 | 38 | 536 |
Avg Bars in Winners | 289 | 34 | 545 | 289 | 34 | 545 |
Avg Bars in Losers | 276 | 45 | 522 | 276 | 45 | 522 |
Bars Traded | 24771 | 1686 | 23085 | 24771 | 1686 | 23085 |
Profit Streak | 39.9701 | 39.9701 | 41.7826 | 39.9701 | 39.9701 | 41.7826 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389995 | -152095 | 362291 | -987 | -127786 | -41414 |
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{ "first_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 3.11958 } }, "second_band": { "type": "midprice", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 3.11958 } }, "second_band": { "type": "midprice", "factors": { "length": 216, "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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