Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980231.7405 | 946961.1483 | 33270.5922 | 1000063.1412 | 1398319.1554 | -398256.0141 |
Total P&L (%) | 980.2317 | 946.9611 | 33.2706 | 1000.0631 | 1398.3192 | -398.256 |
Avg Daily Profit (%) | 0.3919 | 0.3786 | 0.0133 | 0.0959 | 0.1083 | 0 |
Buy And Hold Return (%) | 261.9303 | 261.9303 | 261.9303 | 261.9303 | 261.9303 | 261.9303 |
Max Trade Drawdown | -90789 | -63329 | -58039 | -2238085 | -1538420 | -1385222 |
Profit Factor | 2.9036 | 4.4568 | 1.1381 | 1.1361 | 1.3693 | 0.8882 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 45.8824 | 42.8571 | 48.8372 | 45.8824 | 42.8571 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.4248 | 5.9424 | 1.1923 | 1.34 | 1.8257 | 0.9305 |
Largest Winning Trade | 783640 | 783640 | 44118 | 2469990 | 2469990 | 783596 |
Largest Losing Trade | -31759 | -24957 | -31759 | -799790 | -548810 | -799790 |
Avg Bars in Trades | 85 | 123 | 48 | 85 | 123 | 48 |
Avg Bars in Winners | 118 | 190 | 57 | 118 | 190 | 57 |
Avg Bars in Losers | 57 | 74 | 39 | 57 | 74 | 39 |
Bars Traded | 7275 | 5198 | 2078 | 7275 | 5198 | 2078 |
Profit Streak | 0 | 83.4293 | 0 | 0 | 83.4293 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410272 | 439922 | -409908 | -139087 | -49684 | -581179 |
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{ "first_band": { "type": "sma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 221, "offset": 0, "std": 1.76209 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 221, "offset": 0, "std": 1.76209 } } }
# | 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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