Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1458903.3798 | 1504808.8549 | -45905.4752 | 129812.9106 | 1089527.8292 | -959714.9185 |
Total P&L (%) | 1458.9034 | 1504.8089 | -45.9055 | 129.8129 | 1089.5278 | -959.7149 |
Avg Daily Profit (%) | 0.7813 | 0.8059 | -0.0246 | 0.0446 | 0.1327 | 0 |
Buy And Hold Return (%) | 512.657 | 512.657 | 512.657 | 512.657 | 512.657 | 512.657 |
Max Trade Drawdown | -286514 | -250736 | -141332 | -2313330 | -1678490 | -1188052 |
Profit Factor | 2.7506 | 3.8939 | 0.8535 | 1.0294 | 1.4199 | 0.4715 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 43.3628 | 32.1429 | 54.386 | 43.3628 | 32.1429 | 54.386 |
Ratio Avg Win / Avg Loss | 3.5926 | 8.2204 | 0.7158 | 1.3446 | 2.9975 | 0.3955 |
Largest Winning Trade | 1023262 | 1023262 | 23682 | 1996578 | 1996578 | 188346 |
Largest Losing Trade | -50221 | -50221 | -38253 | -633793 | -370440 | -633793 |
Avg Bars in Trades | 94 | 145 | 45 | 94 | 145 | 45 |
Avg Bars in Winners | 124 | 251 | 51 | 124 | 251 | 51 |
Avg Bars in Losers | 71 | 94 | 37 | 71 | 94 | 37 |
Bars Traded | 10703 | 8136 | 2567 | 10703 | 8136 | 2567 |
Profit Streak | 0 | 98.7163 | 0 | 0 | 98.7163 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458143 | -169332 | -760264 | -489588 | -205897 | -760264 |
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{ "first_band": { "type": "sma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 2.76047 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 2.76047 } } }
# | 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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