Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457662.4298 | 1493615.7932 | -35953.3635 | 291399.2972 | 577689.0713 | -286289.774 |
Total P&L (%) | 1457.6624 | 1493.6158 | -35.9534 | 291.3993 | 577.6891 | -286.2898 |
Avg Daily Profit (%) | 0.7983 | 0.818 | -0.0197 | 0.0748 | 0.1049 | 0 |
Buy And Hold Return (%) | 698.1837 | 698.1837 | 698.1837 | 698.1837 | 698.1837 | 698.1837 |
Max Trade Drawdown | -117034 | -134178 | -36498 | -1277086 | -1335204 | -275960 |
Profit Factor | 3.4429 | 4.2067 | 0.7254 | 1.0728 | 1.176 | 0.6039 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 43.662 | 40 | 47.2222 | 43.662 | 40 | 47.2222 |
Ratio Avg Win / Avg Loss | 4.4425 | 6.31 | 0.8107 | 1.3842 | 1.764 | 0.6749 |
Largest Winning Trade | 676465 | 676465 | 15863 | 1256708 | 1256708 | 83167 |
Largest Losing Trade | -53089 | -53089 | -20239 | -593302 | -593302 | -165650 |
Avg Bars in Trades | 284 | 547 | 27 | 284 | 547 | 27 |
Avg Bars in Winners | 398 | 846 | 30 | 398 | 846 | 30 |
Avg Bars in Losers | 195 | 348 | 25 | 195 | 348 | 25 |
Bars Traded | 20177 | 19173 | 1004 | 20177 | 19173 | 1004 |
Profit Streak | 0 | 170.2284 | 0 | 0 | 170.2284 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80309 | 414138 | -581582 | -493147 | -247140 | -581582 |
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{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 80, "offset": 0, "std": 2.17833 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 80, "offset": 0, "std": 2.17833 } } }
# | 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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