Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79876.7579 | -32.9213 | 79909.6792 | 97500.6273 | 2664.2231 | 94836.4042 |
Total P&L (%) | 79.8768 | -0.0329 | 79.9097 | 97.5006 | 2.6642 | 94.8364 |
Avg Daily Profit (%) | 0.3067 | -0.0001 | 0.3068 | 0.2617 | 0.0101 | 0.2564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30956 | -11424 | -22635 | -60014 | -18853 | -46267 |
Profit Factor | 1.9821 | 0.9988 | 2.4578 | 1.6767 | 1.0641 | 1.925 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 60 | 60.6061 | 59.375 | 60 | 60.6061 | 59.375 |
Ratio Avg Win / Avg Loss | 1.3214 | 0.6492 | 1.6817 | 1.1178 | 0.6917 | 1.3171 |
Largest Winning Trade | 30787 | 7998 | 30787 | 32340 | 11965 | 32340 |
Largest Losing Trade | -18018 | -5243 | -18018 | -36521 | -5430 | -36521 |
Avg Bars in Trades | 370 | 26 | 724 | 370 | 26 | 724 |
Avg Bars in Winners | 382 | 25 | 758 | 382 | 25 | 758 |
Avg Bars in Losers | 351 | 28 | 675 | 351 | 28 | 675 |
Bars Traded | 24060 | 872 | 23188 | 24060 | 872 | 23188 |
Profit Streak | 43.7085 | 43.7085 | 43.896 | 43.7085 | 43.7085 | 43.896 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123185 | -578975 | 524720 | -124159 | -495009 | 432200 |
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{ "first_band": { "type": "bbu", "factors": { "length": 90, "offset": 0, "std": 3.22548 } }, "second_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } } }
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# | 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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