Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3087489.1318 | 3007092.508 | 80396.6238 | 1035410.4662 | 1402980.6243 | -367570.1581 |
Total P&L (%) | 3087.4891 | 3007.0925 | 80.3966 | 1035.4105 | 1402.9806 | -367.5702 |
Avg Daily Profit (%) | 1.3382 | 1.3034 | 0.0348 | 0.1054 | 0.1175 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163845 | -120188 | -100137 | -5771986 | -3769812 | -2562799 |
Profit Factor | 3.0377 | 5.1654 | 1.1013 | 1.0425 | 1.1227 | 0.9716 |
Total Trades | 627 | 314 | 313 | 627 | 314 | 313 |
Winning Trades | 197 | 88 | 109 | 197 | 88 | 109 |
Losing Trades | 430 | 226 | 204 | 430 | 226 | 204 |
Profitability (%) | 31.4195 | 28.0255 | 34.8243 | 31.4195 | 28.0255 | 34.8243 |
Ratio Avg Win / Avg Loss | 6.6304 | 13.2657 | 2.0612 | 2.2755 | 2.8833 | 1.8184 |
Largest Winning Trade | 2815883 | 2815883 | 83564 | 2892660 | 2892660 | 842889 |
Largest Losing Trade | -20695 | -18741 | -20695 | -1070334 | -340339 | -1070334 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 50 | 54 | 47 | 50 | 54 | 47 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 13435 | 6531 | 6904 | 13435 | 6531 | 6904 |
Profit Streak | 0 | 0 | 7.0829 | 0 | 0 | 7.0829 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567487 | 230512 | -258139 | -228270 | -135238 | -581859 |
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{ "first_band": { "type": "sma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 3.04311 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 3.04311 } } }
# | 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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