Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836375.8379 | 692095.7621 | 144280.0759 | 1990866.0564 | 286310.0846 | 1704555.9719 |
Total P&L (%) | 836.3758 | 692.0958 | 144.2801 | 1990.8661 | 286.3101 | 1704.556 |
Avg Daily Profit (%) | 0.4473 | 0.3702 | 0.0772 | 0.1627 | 0.0723 | 0.1548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79203 | -45878 | -36434 | -2710099 | -1521546 | -1188552 |
Profit Factor | 3.5913 | 4.5596 | 2.1243 | 1.2696 | 1.0675 | 1.5425 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 37.2881 | 33.3333 | 41.3793 | 37.2881 | 33.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 6.0399 | 9.1192 | 3.0094 | 2.1352 | 2.1349 | 2.1852 |
Largest Winning Trade | 588940 | 588940 | 55995 | 1320323 | 1279498 | 1320323 |
Largest Losing Trade | -40870 | -40870 | -13582 | -548553 | -548553 | -448969 |
Avg Bars in Trades | 120 | 101 | 139 | 120 | 101 | 139 |
Avg Bars in Winners | 230 | 200 | 255 | 230 | 200 | 255 |
Avg Bars in Losers | 54 | 52 | 57 | 54 | 52 | 57 |
Bars Traded | 7101 | 3050 | 4050 | 7101 | 3050 | 4050 |
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 | -167807 | 375662 | -89287 | -175993 | -248131 | 249163 |
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{ "first_band": { "type": "midprice", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 162, "offset": 0, "std": 1.17772 } } }
# | 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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