Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58440.8321 | 42057.8147 | 16383.0174 | -68416.9588 | 117694.127 | -186111.0858 |
Total P&L (%) | 58.4408 | 42.0578 | 16.383 | -68.417 | 117.6941 | -186.1111 |
Avg Daily Profit (%) | 0.2244 | 0.1615 | 0.0629 | -0.4416 | 0.2992 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149759 | -25551 | -141886 | -528939 | -64164 | -493423 |
Profit Factor | 1.183 | 1.5797 | 1.0664 | 0.9208 | 1.7602 | 0.7375 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 50.8982 | 47.619 | 54.2169 | 50.8982 | 47.619 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.1412 | 1.7376 | 0.9005 | 0.8883 | 1.9362 | 0.6228 |
Largest Winning Trade | 28228 | 15313 | 28228 | 78554 | 53317 | 78554 |
Largest Losing Trade | -90460 | -8638 | -90460 | -245110 | -25776 | -245110 |
Avg Bars in Trades | 144 | 30 | 258 | 144 | 30 | 258 |
Avg Bars in Winners | 122 | 28 | 206 | 122 | 28 | 206 |
Avg Bars in Losers | 166 | 32 | 321 | 166 | 32 | 321 |
Bars Traded | 24050 | 2569 | 21481 | 24050 | 2569 | 21481 |
Profit Streak | 2.3031 | 5.1365 | 0 | 2.3031 | 5.1365 | 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 | -14395 | 240792 | -268590 | -582979 | 372166 | -581958 |
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{ "first_band": { "type": "bbu", "factors": { "length": 100, "offset": 0, "std": 3.17623 } }, "second_band": { "type": "midpoint", "factors": { "length": 24, "offset": 132 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 100, "offset": 0, "std": 3.17623 } }, "second_band": { "type": "midpoint", "factors": { "length": 24, "offset": 132 } } }
# | 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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