Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694971.4917 | 389868.3106 | 305103.1811 | 5288879.9931 | 3307653.7711 | 1981226.222 |
Total P&L (%) | 694.9715 | 389.8683 | 305.1032 | 5288.88 | 3307.6538 | 1981.2262 |
Avg Daily Profit (%) | 0.382 | 0.2143 | 0.1677 | 0.2194 | 0.1941 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87623 | -49488 | -71210 | -11748254 | -4811423 | -8365608 |
Profit Factor | 2.641 | 2.9465 | 2.3669 | 1.1467 | 1.2391 | 1.0891 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 45.6522 | 36.9565 | 54.3478 | 45.6522 | 36.9565 | 54.3478 |
Ratio Avg Win / Avg Loss | 3.1441 | 5.0264 | 1.9882 | 1.3651 | 2.1138 | 0.9149 |
Largest Winning Trade | 297121 | 297121 | 51323 | 5260449 | 5260449 | 3556074 |
Largest Losing Trade | -27158 | -20899 | -27158 | -3649022 | -1585902 | -3649022 |
Avg Bars in Trades | 76 | 67 | 84 | 76 | 67 | 84 |
Avg Bars in Winners | 103 | 81 | 118 | 103 | 81 | 118 |
Avg Bars in Losers | 53 | 60 | 43 | 53 | 60 | 43 |
Bars Traded | 6996 | 3119 | 3877 | 6996 | 3119 | 3877 |
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 | 474669 | 301364 | 449659 | -52430 | 137217 | -115743 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 26, "std": 3.2217 } } }
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# | 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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