Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1903465.2874 | 1945733.2224 | -42267.935 | 7926.5588 | 365332.6259 | -357406.067 |
Total P&L (%) | 1903.4653 | 1945.7332 | -42.2679 | 7.9266 | 365.3326 | -357.4061 |
Avg Daily Profit (%) | 1.0309 | 1.0537 | -0.0229 | 0.0041 | 0.0833 | 0 |
Buy And Hold Return (%) | 191.5147 | 191.5147 | 191.5147 | 191.5147 | 191.5147 | 191.5147 |
Max Trade Drawdown | -241410 | -135513 | -146919 | -1375630 | -759906 | -670733 |
Profit Factor | 2.812 | 4.4363 | 0.9127 | 1.0033 | 1.2868 | 0.6794 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 43.8462 | 43.0769 | 44.6154 | 43.8462 | 43.0769 | 44.6154 |
Ratio Avg Win / Avg Loss | 3.6013 | 5.8623 | 1.133 | 1.285 | 1.7005 | 0.8434 |
Largest Winning Trade | 1834175 | 1834175 | 46125 | 1067949 | 1067949 | 279427 |
Largest Losing Trade | -47533 | -42947 | -47533 | -291859 | -263069 | -291859 |
Avg Bars in Trades | 55 | 80 | 29 | 55 | 80 | 29 |
Avg Bars in Winners | 86 | 138 | 35 | 86 | 138 | 35 |
Avg Bars in Losers | 31 | 37 | 24 | 31 | 37 | 24 |
Bars Traded | 7188 | 5257 | 1931 | 7188 | 5257 | 1931 |
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 | 600658 | -113882 | -712885 | -572002 | -222773 | -714552 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 3.29727 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 3.29727 } } }
# | 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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