Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568968.3966 | 526059.0843 | 42909.3123 | 113350.0771 | 584336.1068 | -470986.0297 |
Total P&L (%) | 568.9684 | 526.0591 | 42.9093 | 113.3501 | 584.3361 | -470.986 |
Avg Daily Profit (%) | 0.2957 | 0.2734 | 0.0223 | 0.0394 | 0.1 | 0 |
Buy And Hold Return (%) | 17.6881 | 17.6881 | 17.6881 | 17.6881 | 17.6881 | 17.6881 |
Max Trade Drawdown | -155488 | -72890 | -99352 | -1658549 | -663786 | -1221898 |
Profit Factor | 1.9648 | 3.2715 | 1.1198 | 1.021 | 1.2894 | 0.8605 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 54.2169 | 51.2195 | 57.1429 | 54.2169 | 51.2195 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6592 | 3.1157 | 0.8399 | 0.8622 | 1.228 | 0.6454 |
Largest Winning Trade | 288590 | 288590 | 56215 | 594000 | 594000 | 457454 |
Largest Losing Trade | -83565 | -33261 | -83565 | -914396 | -545354 | -914396 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 53 | 49 | 56 | 53 | 49 | 56 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 3703 | 1743 | 1960 | 3703 | 1743 | 1960 |
Profit Streak | 0 | 56.6038 | 0 | 0 | 56.6038 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426864 | 564277 | -256539 | -340496 | -58264 | -579808 |
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{ "first_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 1.40465 } }, "second_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 1.40465 } }, "second_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } } }
# | 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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