Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1902514.242 | 1733890.7439 | 168623.4981 | 7531482.8413 | -1219871.2555 | 8751354.0969 |
Total P&L (%) | 1902.5142 | 1733.8907 | 168.6235 | 7531.4828 | -1219.8713 | 8751.3541 |
Avg Daily Profit (%) | 1.0297 | 0.9384 | 0.0913 | 0.2349 | 0 | 0.2429 |
Buy And Hold Return (%) | 64.0153 | 64.0153 | 64.0153 | 64.0153 | 64.0153 | 64.0153 |
Max Trade Drawdown | -52039 | -67772 | -35768 | -4595008 | -5423246 | -1800252 |
Profit Factor | 6.764 | 10.0981 | 2.2088 | 1.4012 | 0.8969 | 2.2615 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 32.3944 | 22.2222 | 42.8571 | 32.3944 | 22.2222 | 42.8571 |
Ratio Avg Win / Avg Loss | 14.1162 | 35.3435 | 2.9451 | 2.9241 | 3.1393 | 3.0153 |
Largest Winning Trade | 1561046 | 1561046 | 63949 | 4688741 | 4688741 | 3917389 |
Largest Losing Trade | -21373 | -15451 | -21373 | -1485812 | -1369063 | -1485812 |
Avg Bars in Trades | 149 | 125 | 173 | 149 | 125 | 173 |
Avg Bars in Winners | 336 | 352 | 328 | 336 | 352 | 328 |
Avg Bars in Losers | 59 | 60 | 57 | 59 | 60 | 57 |
Bars Traded | 10587 | 4513 | 6074 | 10587 | 4513 | 6074 |
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 | -76230 | -20245 | -73142 | -87975 | -620059 | 357195 |
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{ "first_band": { "type": "sma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 176, "offset": 0, "std": 3.37941 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 176, "offset": 0, "std": 3.37941 } } }
# | 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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