Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770300.1807 | 721045.8292 | 49254.3515 | -221591.9234 | -906.8526 | -220685.0708 |
Total P&L (%) | 770.3002 | 721.0458 | 49.2544 | -221.5919 | -0.9069 | -220.6851 |
Avg Daily Profit (%) | 0.4296 | 0.4021 | 0.0275 | 0 | -0.0005 | 0 |
Buy And Hold Return (%) | 202.952 | 202.952 | 202.952 | 202.952 | 202.952 | 202.952 |
Max Trade Drawdown | -85328 | -92180 | -22672 | -166359 | -54915 | -130045 |
Profit Factor | 2.889 | 4.5034 | 1.2439 | 0.5836 | 0.9957 | 0.3143 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 19 | 23 | 34 | 19 | 15 |
Losing Trades | 35 | 19 | 16 | 43 | 19 | 24 |
Profitability (%) | 54.5455 | 50 | 58.9744 | 44.1558 | 50 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.4075 | 4.5034 | 0.8653 | 0.7381 | 0.9957 | 0.5028 |
Largest Winning Trade | 792708 | 792708 | 42134 | 62970 | 62970 | 27833 |
Largest Losing Trade | -113873 | -64043 | -113873 | -113873 | -109979 | -113873 |
Avg Bars in Trades | 39 | 44 | 33 | 39 | 44 | 33 |
Avg Bars in Winners | 51 | 59 | 46 | 23 | 30 | 15 |
Avg Bars in Losers | 23 | 30 | 16 | 51 | 59 | 45 |
Bars Traded | 3020 | 1699 | 1320 | 3020 | 1699 | 1320 |
Profit Streak | 55.5423 | 110.5423 | 55.5423 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31594 | 573946 | -322137 | -629328 | -580764 | -585244 |
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{ "first_band": { "type": "sma", "factors": { "length": 2, "offset": 161 } }, "second_band": { "type": "bbu", "factors": { "length": 74, "offset": 28, "std": 2.55033 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 2, "offset": 161 } }, "second_band": { "type": "bbu", "factors": { "length": 74, "offset": 28, "std": 2.55033 } } }
# | 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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