Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1878887.8284 | 1802907.8983 | 75979.9301 | 1077185.7699 | -850192.3063 | 1927378.0762 |
Total P&L (%) | 1878.8878 | 1802.9079 | 75.9799 | 1077.1858 | -850.1923 | 1927.3781 |
Avg Daily Profit (%) | 1.0126 | 0.9717 | 0.0409 | 0.133 | 0 | 0.1623 |
Buy And Hold Return (%) | 37.9614 | 37.9614 | 37.9614 | 37.9614 | 37.9614 | 37.9614 |
Max Trade Drawdown | -108008 | -94376 | -51433 | -1998962 | -2186314 | -983717 |
Profit Factor | 4.3236 | 6.3943 | 1.3288 | 1.1342 | 0.8372 | 1.6864 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 38.4615 | 36.5385 | 40.3846 | 38.4615 | 36.5385 | 40.3846 |
Ratio Avg Win / Avg Loss | 6.9178 | 11.1058 | 1.9616 | 1.8146 | 1.454 | 2.4895 |
Largest Winning Trade | 1659481 | 1659481 | 53335 | 1121891 | 1121891 | 1004914 |
Largest Losing Trade | -48212 | -48212 | -30352 | -453970 | -453970 | -366151 |
Avg Bars in Trades | 210 | 266 | 153 | 210 | 266 | 153 |
Avg Bars in Winners | 313 | 422 | 214 | 313 | 422 | 214 |
Avg Bars in Losers | 145 | 177 | 112 | 145 | 177 | 112 |
Bars Traded | 21857 | 13875 | 7982 | 21857 | 13875 | 7982 |
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 | 591804 | -163447 | -327511 | -91145 | -764401 | -172883 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 141 } }, "second_band": { "type": "bbu", "factors": { "length": 73, "offset": 0, "std": 2.58475 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 141 } }, "second_band": { "type": "bbu", "factors": { "length": 73, "offset": 0, "std": 2.58475 } } }
# | 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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