Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1783886.2672 | 1776706.1301 | 7180.137 | 737468.2844 | -1565655.0985 | 2303123.3829 |
Total P&L (%) | 1783.8863 | 1776.7061 | 7.1801 | 737.4683 | -1565.6551 | 2303.1234 |
Avg Daily Profit (%) | 0.994 | 0.99 | 0.004 | 0.1185 | 0 | 0.1773 |
Buy And Hold Return (%) | 277.0867 | 277.0867 | 277.0867 | 277.0867 | 277.0867 | 277.0867 |
Max Trade Drawdown | -121268 | -164322 | -126710 | -4607327 | -6726980 | -1657885 |
Profit Factor | 2.7249 | 4.1475 | 1.0153 | 1.0308 | 0.892 | 1.2432 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 91 | 37 | 54 | 91 | 37 | 54 |
Losing Trades | 200 | 108 | 92 | 200 | 108 | 92 |
Profitability (%) | 31.2715 | 25.5172 | 36.9863 | 31.2715 | 25.5172 | 36.9863 |
Ratio Avg Win / Avg Loss | 5.9889 | 12.1061 | 1.7297 | 2.2654 | 2.6037 | 2.118 |
Largest Winning Trade | 1545736 | 1545736 | 56654 | 2811894 | 2811894 | 1899446 |
Largest Losing Trade | -33191 | -24403 | -33191 | -1112657 | -1112657 | -684102 |
Avg Bars in Trades | 72 | 79 | 66 | 72 | 79 | 66 |
Avg Bars in Winners | 149 | 207 | 109 | 149 | 207 | 109 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 21234 | 11497 | 9737 | 21234 | 11497 | 9737 |
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 | 446314 | -7596 | -561078 | -229148 | -605705 | 124668 |
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{ "first_band": { "type": "rma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 2.36921 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 2.36921 } } }
# | 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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