Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126916.0711 | 1121186.7717 | 5729.2994 | 337691.3759 | 228667.5861 | 109023.7898 |
Total P&L (%) | 1126.9161 | 1121.1868 | 5.7293 | 337.6914 | 228.6676 | 109.0238 |
Avg Daily Profit (%) | 0.5986 | 0.5955 | 0.003 | 0.0784 | 0.0632 | 0.0392 |
Buy And Hold Return (%) | 247.0761 | 247.0761 | 247.0761 | 247.0761 | 247.0761 | 247.0761 |
Max Trade Drawdown | -229853 | -213374 | -18571 | -4925324 | -4654882 | -377340 |
Profit Factor | 3.2541 | 3.6108 | 1.0813 | 1.0478 | 1.0364 | 1.1373 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 41.5842 | 34 | 49.0196 | 41.5842 | 34 | 49.0196 |
Ratio Avg Win / Avg Loss | 4.5712 | 7.0091 | 1.1245 | 1.4719 | 2.0119 | 1.1828 |
Largest Winning Trade | 870051 | 870051 | 7281 | 3698061 | 3698061 | 278835 |
Largest Losing Trade | -40731 | -40731 | -11093 | -2029731 | -2029731 | -351455 |
Avg Bars in Trades | 218 | 432 | 9 | 218 | 432 | 9 |
Avg Bars in Winners | 306 | 740 | 10 | 306 | 740 | 10 |
Avg Bars in Losers | 156 | 273 | 9 | 156 | 273 | 9 |
Bars Traded | 22114 | 21606 | 508 | 22114 | 21606 | 508 |
Profit Streak | 59.1938 | 108.7771 | 59.1938 | 59.1938 | 108.7771 | 59.1938 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500938 | -168869 | -665254 | -309895 | -638942 | -555435 |
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{ "first_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 4.13215 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 4.13215 } } }
# | 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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