Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2606150.0142 | 2549434.9893 | 56715.0249 | 1137662.6729 | 1422291.062 | -284628.3891 |
Total P&L (%) | 2606.15 | 2549.435 | 56.715 | 1137.6627 | 1422.2911 | -284.6284 |
Avg Daily Profit (%) | 1.41 | 1.3793 | 0.0307 | 0.1362 | 0.1474 | 0 |
Buy And Hold Return (%) | 93.2542 | 93.2542 | 93.2542 | 93.2542 | 93.2542 | 93.2542 |
Max Trade Drawdown | -201213 | -136367 | -105868 | -3018481 | -1416586 | -2131761 |
Profit Factor | 5.1193 | 9.3665 | 1.1729 | 1.1826 | 1.5218 | 0.9188 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 46.7532 | 47.3684 | 46.1538 | 46.7532 | 47.3684 | 46.1538 |
Ratio Avg Win / Avg Loss | 5.8303 | 10.4073 | 1.3684 | 1.3469 | 1.6909 | 1.0719 |
Largest Winning Trade | 2255158 | 2255158 | 52118 | 1661627 | 1661627 | 657268 |
Largest Losing Trade | -53729 | -53729 | -51433 | -968740 | -520569 | -968740 |
Avg Bars in Trades | 69 | 104 | 34 | 69 | 104 | 34 |
Avg Bars in Winners | 99 | 155 | 44 | 99 | 155 | 44 |
Avg Bars in Losers | 41 | 58 | 25 | 41 | 58 | 25 |
Bars Traded | 5314 | 3968 | 1346 | 5314 | 3968 | 1346 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25962 | 762723 | -349445 | -77955 | 205570 | -580586 |
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{ "first_band": { "type": "sma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 233, "offset": 0, "std": 2.70192 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 233, "offset": 0, "std": 2.70192 } } }
# | 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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