Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2004254.5003 | 1957447.5434 | 46806.957 | 957939.2623 | 1769289.1516 | -811349.8893 |
Total P&L (%) | 2004.2545 | 1957.4475 | 46.807 | 957.9393 | 1769.2892 | -811.3499 |
Avg Daily Profit (%) | 1.0802 | 1.0549 | 0.0252 | 0.1272 | 0.1579 | 0 |
Buy And Hold Return (%) | 224.412 | 224.412 | 224.412 | 224.412 | 224.412 | 224.412 |
Max Trade Drawdown | -109578 | -101522 | -57423 | -2428066 | -2151426 | -1572898 |
Profit Factor | 5.1593 | 8.7187 | 1.205 | 1.1148 | 1.4175 | 0.8023 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 34.8315 | 26.6667 | 43.1818 | 34.8315 | 26.6667 | 43.1818 |
Ratio Avg Win / Avg Loss | 9.6529 | 23.9765 | 1.5856 | 2.0858 | 3.8981 | 1.0556 |
Largest Winning Trade | 1834175 | 1834175 | 73319 | 2450497 | 2450497 | 650575 |
Largest Losing Trade | -25702 | -24503 | -25702 | -607593 | -607593 | -465914 |
Avg Bars in Trades | 39 | 40 | 39 | 39 | 40 | 39 |
Avg Bars in Winners | 82 | 109 | 64 | 82 | 109 | 64 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 3557 | 1826 | 1731 | 3557 | 1826 | 1731 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563745 | -487 | -326927 | -123507 | -12811 | -581704 |
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{ "first_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.52492 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.52492 } } }
# | 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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