Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240955.8548 | 35925.4463 | 205030.4085 | 203184.0697 | 81827.0296 | 121357.0402 |
Total P&L (%) | 240.9559 | 35.9254 | 205.0304 | 203.1841 | 81.827 | 121.357 |
Avg Daily Profit (%) | 0.1872 | 0.0279 | 0.1593 | 0.0862 | 0.0465 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89275 | -31933 | -88910 | -404576 | -62103 | -402064 |
Profit Factor | 1.6719 | 1.3384 | 1.8122 | 1.2022 | 1.355 | 1.1567 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 58.2418 | 56.5217 | 60 | 58.2418 | 56.5217 | 60 |
Ratio Avg Win / Avg Loss | 1.1987 | 1.0295 | 1.2082 | 0.8619 | 1.0423 | 0.7711 |
Largest Winning Trade | 45177 | 25719 | 45177 | 101559 | 46097 | 101559 |
Largest Losing Trade | -63309 | -12342 | -63309 | -260787 | -41039 | -260787 |
Avg Bars in Trades | 80 | 14 | 147 | 80 | 14 | 147 |
Avg Bars in Winners | 59 | 15 | 102 | 59 | 15 | 102 |
Avg Bars in Losers | 108 | 12 | 214 | 108 | 12 | 214 |
Bars Traded | 7284 | 662 | 6622 | 7284 | 662 | 6622 |
Profit Streak | 51.7302 | 200.8969 | 0 | 51.7302 | 200.8969 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411934 | -156069 | 394638 | -78167 | -128650 | -158926 |
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{ "first_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 3.88397 } }, "second_band": { "type": "sma", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 3.88397 } }, "second_band": { "type": "sma", "factors": { "length": 104, "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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