Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450034.6018 | 388158.6082 | 61875.9936 | 204782.7217 | 406357.4234 | -201574.7017 |
Total P&L (%) | 450.0346 | 388.1586 | 61.876 | 204.7827 | 406.3574 | -201.5747 |
Avg Daily Profit (%) | 0.2366 | 0.2041 | 0.0325 | 0.0586 | 0.0853 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105117 | -42948 | -200233 | -319684 | -87320 | -447283 |
Profit Factor | 1.6826 | 3.1658 | 1.1289 | 1.1789 | 2.4431 | 0.7664 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 42.3529 | 48.8372 | 35.7143 | 42.3529 | 48.8372 | 35.7143 |
Ratio Avg Win / Avg Loss | 2.2902 | 3.3166 | 2.032 | 1.6046 | 2.5594 | 1.3795 |
Largest Winning Trade | 176753 | 176753 | 72036 | 196494 | 196494 | 83997 |
Largest Losing Trade | -61094 | -34994 | -61094 | -155303 | -40243 | -155303 |
Avg Bars in Trades | 86 | 33 | 141 | 86 | 33 | 141 |
Avg Bars in Winners | 151 | 48 | 295 | 151 | 48 | 295 |
Avg Bars in Losers | 39 | 19 | 55 | 39 | 19 | 55 |
Bars Traded | 7371 | 1436 | 5934 | 7371 | 1436 | 5934 |
Profit Streak | 0 | 0 | 591.7432 | 0 | 0 | 591.7432 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301500 | 478968 | -232533 | -140005 | -74793 | -584040 |
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{ "first_band": { "type": "bbu", "factors": { "length": 98, "offset": 0, "std": 1.13709 } }, "second_band": { "type": "bbm", "factors": { "length": 206, "offset": 0, "std": 4.83624 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 98, "offset": 0, "std": 1.13709 } }, "second_band": { "type": "bbm", "factors": { "length": 206, "offset": 0, "std": 4.83624 } } }
# | 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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