Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6825.4435 | 175137.8932 | -181963.3367 | 2948083.5984 | 203493.8192 | 2744589.7792 |
Total P&L (%) | -6.8254 | 175.1379 | -181.9633 | 2948.0836 | 203.4938 | 2744.5898 |
Avg Daily Profit (%) | -0.0031 | 0.0808 | -0.0839 | 0.1577 | 0.0512 | 0.1545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -459563 | -66347 | -468619 | -3157112 | -2121670 | -1436295 |
Profit Factor | 0.9938 | 1.6216 | 0.7758 | 1.2688 | 1.0418 | 1.4502 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 98 | 46 | 52 | 96 | 46 | 50 |
Losing Trades | 76 | 41 | 35 | 78 | 41 | 37 |
Profitability (%) | 56.3218 | 52.8736 | 59.7701 | 55.1724 | 52.8736 | 57.4713 |
Ratio Avg Win / Avg Loss | 0.7707 | 1.4453 | 0.5222 | 1.0309 | 0.9285 | 1.0732 |
Largest Winning Trade | 62299 | 62299 | 57974 | 1239677 | 616620 | 1239677 |
Largest Losing Trade | -347739 | -25813 | -347739 | -1264957 | -459676 | -1264957 |
Avg Bars in Trades | 48 | 25 | 71 | 48 | 25 | 71 |
Avg Bars in Winners | 43 | 25 | 59 | 44 | 25 | 62 |
Avg Bars in Losers | 55 | 25 | 90 | 53 | 25 | 84 |
Bars Traded | 8452 | 2203 | 6249 | 8452 | 2203 | 6249 |
Profit Streak | 18.0412 | 0 | 18.2912 | 18.0412 | 0 | 18.2912 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578482 | -82808 | -579269 | 349781 | -300434 | 355014 |
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{ "first_band": { "type": "bbu", "factors": { "length": 197, "offset": 0, "std": 1.43016 } }, "second_band": { "type": "rma", "factors": { "length": 45, "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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