Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2391661.3389 | 2321280.1966 | 70381.1423 | 2383300.9566 | 1201078.6902 | 1182222.2664 |
Total P&L (%) | 2391.6613 | 2321.2802 | 70.3811 | 2383.301 | 1201.0787 | 1182.2223 |
Avg Daily Profit (%) | 1.0783 | 1.0466 | 0.0317 | 0.1449 | 0.1157 | 0.1151 |
Buy And Hold Return (%) | 328.444 | 328.444 | 328.444 | 328.444 | 328.444 | 328.444 |
Max Trade Drawdown | -68139 | -70809 | -41371 | -1688713 | -1334741 | -888821 |
Profit Factor | 7.5674 | 12.0267 | 1.458 | 1.369 | 1.3286 | 1.4215 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 38.7097 | 50 | 44.4444 | 38.7097 | 50 |
Ratio Avg Win / Avg Loss | 9.4593 | 19.0422 | 1.458 | 1.7112 | 2.1037 | 1.4215 |
Largest Winning Trade | 2265841 | 2265841 | 41763 | 1590763 | 1590763 | 991413 |
Largest Losing Trade | -36141 | -33796 | -36141 | -888821 | -754984 | -888821 |
Avg Bars in Trades | 96 | 116 | 77 | 96 | 116 | 77 |
Avg Bars in Winners | 144 | 200 | 103 | 144 | 200 | 103 |
Avg Bars in Losers | 58 | 63 | 52 | 58 | 63 | 52 |
Bars Traded | 6098 | 3612 | 2486 | 6098 | 3612 | 2486 |
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 | -131502 | 629194 | -315257 | -150973 | -43648 | -40723 |
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{ "first_band": { "type": "sma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 184, "offset": 0, "std": 3.00361 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 184, "offset": 0, "std": 3.00361 } } }
# | 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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