Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893632.5439 | 827894.9082 | 65737.6357 | 1417107.1685 | 632486.253 | 784620.9155 |
Total P&L (%) | 893.6325 | 827.8949 | 65.7376 | 1417.1072 | 632.4863 | 784.6209 |
Avg Daily Profit (%) | 0.4916 | 0.4555 | 0.0362 | 0.1497 | 0.1096 | 0.12 |
Buy And Hold Return (%) | 251.6152 | 251.6152 | 251.6152 | 251.6152 | 251.6152 | 251.6152 |
Max Trade Drawdown | -135241 | -108488 | -67723 | -5108285 | -4292144 | -2288229 |
Profit Factor | 1.9283 | 2.7225 | 1.1364 | 1.0646 | 1.0565 | 1.0731 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 120 | 54 | 66 | 120 | 54 | 66 |
Losing Trades | 203 | 107 | 96 | 203 | 107 | 96 |
Profitability (%) | 37.1517 | 33.5404 | 40.7407 | 37.1517 | 33.5404 | 40.7407 |
Ratio Avg Win / Avg Loss | 3.262 | 5.3946 | 1.6529 | 1.801 | 2.0934 | 1.5608 |
Largest Winning Trade | 362229 | 362229 | 66458 | 2442891 | 2442891 | 1083127 |
Largest Losing Trade | -32423 | -32423 | -22946 | -924168 | -924168 | -879362 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 41 | 54 | 30 | 41 | 54 | 30 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 7029 | 3970 | 3059 | 7029 | 3970 | 3059 |
Profit Streak | 0 | 36.9343 | 0 | 0 | 36.9343 | 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 | 307489 | 261773 | -382807 | -145062 | -212364 | -177460 |
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{ "first_band": { "type": "sma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 3.15321 } } }
# | 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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