Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883391.6888 | 748327.3797 | 135064.3091 | 797710.2318 | -243153.0932 | 1040863.325 |
Total P&L (%) | 883.3917 | 748.3274 | 135.0643 | 797.7102 | -243.1531 | 1040.8633 |
Avg Daily Profit (%) | 0.3733 | 0.3162 | 0.0571 | 0.0928 | 0 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86850 | -112466 | -62259 | -2142874 | -2058447 | -772736 |
Profit Factor | 3.0286 | 4.2844 | 1.6505 | 1.1161 | 0.9333 | 1.3226 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 3.5792 | 5.9981 | 1.6505 | 1.319 | 1.3066 | 1.3226 |
Largest Winning Trade | 748950 | 748950 | 47416 | 1371478 | 1371478 | 647390 |
Largest Losing Trade | -44016 | -44016 | -29247 | -1214834 | -1214834 | -516696 |
Avg Bars in Trades | 63 | 84 | 42 | 63 | 84 | 42 |
Avg Bars in Winners | 99 | 160 | 48 | 99 | 160 | 48 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 4558 | 3029 | 1529 | 4558 | 3029 | 1529 |
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 | -70093 | 470101 | -113585 | -246922 | -582354 | -54942 |
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{ "first_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 3.84972 } } }
# | 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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