Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479653.0652 | 307071.1405 | 172581.9247 | 563953.832 | -275426.0746 | 839379.9065 |
Total P&L (%) | 479.6531 | 307.0711 | 172.5819 | 563.9538 | -275.4261 | 839.3799 |
Avg Daily Profit (%) | 0.2523 | 0.1615 | 0.0908 | 0.0996 | 0 | 0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99265 | -114782 | -83654 | -1095076 | -1617660 | -507371 |
Profit Factor | 1.9483 | 2.0061 | 1.8603 | 1.1493 | 0.8911 | 1.6719 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 56.338 | 55.5556 | 57.1429 | 56.338 | 55.5556 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5099 | 1.6049 | 1.3952 | 0.8907 | 0.7129 | 1.2539 |
Largest Winning Trade | 142503 | 142503 | 48649 | 642490 | 642490 | 466839 |
Largest Losing Trade | -49381 | -40630 | -49381 | -493951 | -493951 | -378243 |
Avg Bars in Trades | 156 | 220 | 91 | 156 | 220 | 91 |
Avg Bars in Winners | 191 | 270 | 112 | 191 | 270 | 112 |
Avg Bars in Losers | 112 | 157 | 64 | 112 | 157 | 64 |
Bars Traded | 11145 | 7929 | 3216 | 11145 | 7929 | 3216 |
Profit Streak | 0 | 0 | 743.8502 | 0 | 0 | 743.8502 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78410 | 425592 | -67488 | -207728 | -580059 | -31282 |
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{ "first_band": { "type": "sma", "factors": { "length": 121, "offset": 116 } }, "second_band": { "type": "bbu", "factors": { "length": 80, "offset": 0, "std": 3.06453 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 121, "offset": 116 } }, "second_band": { "type": "bbu", "factors": { "length": 80, "offset": 0, "std": 3.06453 } } }
# | 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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