Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993029.3025 | 970919.7197 | 22109.5828 | 214944.4155 | 344723.0788 | -129778.6633 |
Total P&L (%) | 993.0293 | 970.9197 | 22.1096 | 214.9444 | 344.7231 | -129.7787 |
Avg Daily Profit (%) | 0.5328 | 0.521 | 0.0119 | 0.0616 | 0.0801 | 0 |
Buy And Hold Return (%) | 23.5134 | 23.5134 | 23.5134 | 23.5134 | 23.5134 | 23.5134 |
Max Trade Drawdown | -272076 | -209575 | -80128 | -5586606 | -3752313 | -2082698 |
Profit Factor | 1.7053 | 2.1037 | 1.0419 | 1.0094 | 1.0242 | 0.985 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 149 | 69 | 80 | 149 | 69 | 80 |
Losing Trades | 186 | 98 | 88 | 186 | 98 | 88 |
Profitability (%) | 44.4776 | 41.3174 | 47.619 | 44.4776 | 41.3174 | 47.619 |
Ratio Avg Win / Avg Loss | 2.1288 | 2.9879 | 1.146 | 1.26 | 1.4546 | 1.0836 |
Largest Winning Trade | 504403 | 504403 | 31704 | 2560880 | 2560880 | 679129 |
Largest Losing Trade | -38591 | -38591 | -25601 | -1241556 | -919947 | -1241556 |
Avg Bars in Trades | 65 | 108 | 23 | 65 | 108 | 23 |
Avg Bars in Winners | 95 | 181 | 22 | 95 | 181 | 22 |
Avg Bars in Losers | 41 | 57 | 24 | 41 | 57 | 24 |
Bars Traded | 22059 | 18101 | 3958 | 22059 | 18101 | 3958 |
Profit Streak | 0 | 18.5493 | 0 | 0 | 18.5493 | 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 | 493843 | 442292 | -517581 | -321323 | -282438 | -579434 |
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{ "first_band": { "type": "rma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 2.55026 } } }
# | 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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