Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1625875.8842 | 1616314.8077 | 9561.0765 | 111193.8084 | -3669.4061 | 114863.2145 |
Total P&L (%) | 1625.8759 | 1616.3148 | 9.5611 | 111.1938 | -3.6694 | 114.8632 |
Avg Daily Profit (%) | 0.908 | 0.9027 | 0.0053 | 0.0418 | -0.0021 | 0.0427 |
Buy And Hold Return (%) | 460.3227 | 460.3227 | 460.3227 | 460.3227 | 460.3227 | 460.3227 |
Max Trade Drawdown | -259212 | -244545 | -21144 | -14026501 | -13866077 | -1210580 |
Profit Factor | 3.6119 | 3.8405 | 1.1788 | 1.0062 | 0.9998 | 1.0588 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 48.1013 | 38.4615 | 57.5 | 48.1013 | 38.4615 | 57.5 |
Ratio Avg Win / Avg Loss | 3.897 | 6.1448 | 0.8713 | 1.0856 | 1.5996 | 0.7826 |
Largest Winning Trade | 1182891 | 1182891 | 15524 | 6600731 | 6600731 | 760056 |
Largest Losing Trade | -63092 | -63092 | -14044 | -5585285 | -5585285 | -1094878 |
Avg Bars in Trades | 241 | 486 | 2 | 241 | 486 | 2 |
Avg Bars in Winners | 122 | 305 | 2 | 122 | 305 | 2 |
Avg Bars in Losers | 352 | 599 | 2 | 352 | 599 | 2 |
Bars Traded | 19084 | 18968 | 116 | 19084 | 18968 | 116 |
Profit Streak | 104.4406 | 0 | 117.0239 | 104.4406 | 0 | 117.0239 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14056 | 470754 | -375096 | -548113 | -582466 | -457264 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 79, "offset": 0, "std": 1.49469 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 79, "offset": 0, "std": 1.49469 } } }
# | 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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