Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228170.8573 | 9638.927 | 218531.9303 | 38913.001 | -13280.6327 | 52193.6337 |
Total P&L (%) | 228.1709 | 9.6389 | 218.5319 | 38.913 | -13.2806 | 52.1936 |
Avg Daily Profit (%) | 0.22 | 0.0093 | 0.2107 | 0.0317 | -0.0137 | 0.0405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107855 | -39646 | -96530 | -106089 | -38058 | -107043 |
Profit Factor | 1.5989 | 1.048 | 2.2134 | 1.13 | 0.9013 | 1.3169 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 56.2044 | 49.2754 | 63.2353 | 56.2044 | 49.2754 | 63.2353 |
Ratio Avg Win / Avg Loss | 1.2459 | 1.0788 | 1.2868 | 0.8805 | 0.9278 | 0.7656 |
Largest Winning Trade | 32120 | 24837 | 32120 | 17191 | 15633 | 17191 |
Largest Losing Trade | -90140 | -14934 | -90140 | -104173 | -21036 | -104173 |
Avg Bars in Trades | 89 | 22 | 157 | 89 | 22 | 157 |
Avg Bars in Winners | 83 | 20 | 133 | 83 | 20 | 133 |
Avg Bars in Losers | 96 | 23 | 198 | 96 | 23 | 198 |
Bars Traded | 12232 | 1522 | 10710 | 12232 | 1522 | 10710 |
Profit Streak | 0 | 0 | 59.0711 | 0 | 0 | 59.0711 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391287 | -615908 | -95256 | -230864 | -682740 | -247545 |
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{ "first_band": { "type": "bbu", "factors": { "length": 37, "offset": 0, "std": 4.81013 } }, "second_band": { "type": "rma", "factors": { "length": 105, "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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