Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1467318.2986 | 1382893.7377 | 84424.5609 | 434713.7298 | 461712.8612 | -26999.1314 |
Total P&L (%) | 1467.3183 | 1382.8937 | 84.4246 | 434.7137 | 461.7129 | -26.9991 |
Avg Daily Profit (%) | 0.7901 | 0.7446 | 0.0455 | 0.0903 | 0.093 | -0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108870 | -138596 | -67182 | -1278585 | -1486912 | -736293 |
Profit Factor | 2.4773 | 3.5844 | 1.1843 | 1.0524 | 1.1044 | 0.993 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 116 | 51 | 65 | 116 | 51 | 65 |
Losing Trades | 156 | 85 | 71 | 156 | 85 | 71 |
Profitability (%) | 42.6471 | 37.5 | 47.7941 | 42.6471 | 37.5 | 47.7941 |
Ratio Avg Win / Avg Loss | 3.3315 | 5.974 | 1.2936 | 1.4153 | 1.8406 | 1.0847 |
Largest Winning Trade | 1385943 | 1385943 | 41070 | 901197 | 901197 | 310534 |
Largest Losing Trade | -26807 | -22355 | -26807 | -262677 | -262677 | -235743 |
Avg Bars in Trades | 40 | 53 | 27 | 40 | 53 | 27 |
Avg Bars in Winners | 55 | 86 | 32 | 55 | 86 | 32 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 11080 | 7319 | 3761 | 11080 | 7319 | 3761 |
Profit Streak | 5.1707 | 0 | 5.3374 | 5.1707 | 0 | 5.3374 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614859 | 518211 | -150087 | -236021 | -178505 | -579175 |
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{ "first_band": { "type": "rma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 1.4581 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 1.4581 } } }
# | 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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