Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1993714.8229 | 1868189.7715 | 125525.0514 | 8978542.7043 | 3783345.031 | 5195197.6733 |
Total P&L (%) | 1993.7148 | 1868.1898 | 125.5251 | 8978.5427 | 3783.345 | 5195.1977 |
Avg Daily Profit (%) | 1.0653 | 0.9982 | 0.0671 | 0.2412 | 0.1957 | 0.2123 |
Buy And Hold Return (%) | 439.521 | 439.521 | 439.521 | 439.521 | 439.521 | 439.521 |
Max Trade Drawdown | -135953 | -154676 | -39691 | -22434503 | -19822773 | -8052265 |
Profit Factor | 3.3872 | 5.3213 | 1.3116 | 1.113 | 1.0918 | 1.1358 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 86 | 34 | 52 | 86 | 34 | 52 |
Losing Trades | 106 | 62 | 44 | 106 | 62 | 44 |
Profitability (%) | 44.7917 | 35.4167 | 54.1667 | 44.7917 | 35.4167 | 54.1667 |
Ratio Avg Win / Avg Loss | 4.1749 | 9.7036 | 1.1098 | 1.3718 | 1.991 | 0.9611 |
Largest Winning Trade | 1153424 | 1153424 | 43769 | 17143704 | 17143704 | 7106467 |
Largest Losing Trade | -39139 | -34989 | -39139 | -7293869 | -3208323 | -7293869 |
Avg Bars in Trades | 57 | 78 | 36 | 57 | 78 | 36 |
Avg Bars in Winners | 69 | 116 | 38 | 69 | 116 | 38 |
Avg Bars in Losers | 48 | 57 | 34 | 48 | 57 | 34 |
Bars Traded | 11068 | 7544 | 3524 | 11068 | 7544 | 3524 |
Profit Streak | 0 | 0 | 51.8286 | 0 | 0 | 51.8286 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615873 | 482391 | -268194 | -88856 | -116382 | -63846 |
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{ "first_band": { "type": "rma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 196, "offset": 0, "std": 1.80161 } } }
# | 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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