Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381351.1995 | 377732.7587 | 3618.4408 | -20466.4023 | -119624.6758 | 99158.2735 |
Total P&L (%) | 381.3512 | 377.7328 | 3.6184 | -20.4664 | -119.6247 | 99.1583 |
Avg Daily Profit (%) | 0.2043 | 0.2023 | 0.0019 | -0.0123 | 0 | 0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143118 | -150664 | -69020 | -671254 | -624663 | -132404 |
Profit Factor | 1.3666 | 1.5158 | 1.0117 | 0.9916 | 0.9361 | 1.1762 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 149 | 84 | 65 | 149 | 84 | 65 |
Losing Trades | 82 | 31 | 51 | 82 | 31 | 51 |
Profitability (%) | 64.5022 | 73.0435 | 56.0345 | 64.5022 | 73.0435 | 56.0345 |
Ratio Avg Win / Avg Loss | 0.7521 | 0.5594 | 0.7938 | 0.5457 | 0.3455 | 0.9229 |
Largest Winning Trade | 84936 | 84936 | 17452 | 123953 | 123953 | 72759 |
Largest Losing Trade | -69329 | -69329 | -26554 | -399496 | -399496 | -132404 |
Avg Bars in Trades | 15 | 28 | 3 | 15 | 28 | 3 |
Avg Bars in Winners | 7 | 11 | 2 | 7 | 11 | 2 |
Avg Bars in Losers | 29 | 72 | 3 | 29 | 72 | 3 |
Bars Traded | 3591 | 3238 | 353 | 3591 | 3238 | 353 |
Profit Streak | 24.4325 | 25.9325 | 24.4325 | 24.4325 | 25.9325 | 24.4325 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391538 | 403673 | -563912 | -576383 | -576941 | -170622 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 1.80667 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 1.80667 } } }
# | 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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