Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39317.7412 | 157.5446 | 39160.1966 | 38998.3952 | -1959.0099 | 40957.4051 |
Total P&L (%) | 39.3177 | 0.1575 | 39.1602 | 38.9984 | -1.959 | 40.9574 |
Avg Daily Profit (%) | 0.4529 | 0.0018 | 0.4511 | 0.38 | -0.0228 | 0.3962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25505 | -14824 | -12158 | -27442 | -16531 | -13477 |
Profit Factor | 1.5255 | 1.0043 | 2.0194 | 1.4843 | 0.9503 | 1.9958 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 56.9767 | 55.814 | 58.1395 | 56.9767 | 55.814 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.1519 | 0.7951 | 1.454 | 1.1208 | 0.7523 | 1.437 |
Largest Winning Trade | 25945 | 5059 | 25945 | 28634 | 4793 | 28634 |
Largest Losing Trade | -11019 | -6340 | -11019 | -12207 | -7021 | -12207 |
Avg Bars in Trades | 279 | 132 | 427 | 279 | 132 | 427 |
Avg Bars in Winners | 200 | 118 | 280 | 200 | 118 | 280 |
Avg Bars in Losers | 383 | 149 | 631 | 383 | 149 | 631 |
Bars Traded | 24053 | 5682 | 18371 | 24053 | 5682 | 18371 |
Profit Streak | 7.2732 | 16.2628 | 7.2732 | 7.2732 | 16.2628 | 7.2732 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354902 | -573151 | 393207 | 322409 | -580053 | 380430 |
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{ "first_band": { "type": "bbu", "factors": { "length": 111, "offset": 0, "std": 1.28946 } }, "second_band": { "type": "rma", "factors": { "length": 189, "offset": 0 } } }
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# | 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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