Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1347409.8854 | 1309663.5937 | 37746.2917 | 179786.8883 | -273282.7269 | 453069.6152 |
Total P&L (%) | 1347.4099 | 1309.6636 | 37.7463 | 179.7869 | -273.2827 | 453.0696 |
Avg Daily Profit (%) | 0.7007 | 0.6811 | 0.0196 | 0.0535 | 0 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239371 | -195800 | -70131 | -1969431 | -1703326 | -447491 |
Profit Factor | 4.02 | 5.3847 | 1.256 | 1.0566 | 0.8774 | 1.4786 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 43.0769 | 31.25 | 54.5455 | 43.0769 | 31.25 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.3122 | 11.8463 | 1.0466 | 1.3962 | 1.9303 | 1.2322 |
Largest Winning Trade | 1390879 | 1390879 | 42097 | 1415401 | 1415401 | 425040 |
Largest Losing Trade | -27894 | -27894 | -27883 | -310016 | -310016 | -247637 |
Avg Bars in Trades | 168 | 288 | 51 | 168 | 288 | 51 |
Avg Bars in Winners | 224 | 522 | 59 | 224 | 522 | 59 |
Avg Bars in Losers | 125 | 182 | 41 | 125 | 182 | 41 |
Bars Traded | 10935 | 9241 | 1694 | 10935 | 9241 | 1694 |
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 | -119576 | 464484 | -168677 | -418669 | -585324 | -72427 |
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{ "first_band": { "type": "sma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 214, "offset": 0, "std": 3.15659 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 214, "offset": 0, "std": 3.15659 } } }
# | 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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