Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063604.0293 | 918528.124 | 145075.9054 | 14947519.9941 | 5447644.8652 | 9499875.1289 |
Total P&L (%) | 1063.604 | 918.5281 | 145.0759 | 14947.52 | 5447.6449 | 9499.8751 |
Avg Daily Profit (%) | 0.4256 | 0.3675 | 0.058 | 0.2008 | 0.1608 | 0.1828 |
Buy And Hold Return (%) | 396.8772 | 396.8772 | 396.8772 | 396.8772 | 396.8772 | 396.8772 |
Max Trade Drawdown | -73481 | -56057 | -67421 | -8756794 | -6702072 | -2962152 |
Profit Factor | 2.9711 | 4.4484 | 1.5309 | 1.5677 | 1.3308 | 1.963 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 45.1613 | 42.5532 | 47.8261 | 45.1613 | 42.5532 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.6077 | 6.0054 | 1.6701 | 1.9036 | 1.7966 | 2.1414 |
Largest Winning Trade | 426343 | 426343 | 53690 | 5458738 | 4711430 | 5458738 |
Largest Losing Trade | -28296 | -24134 | -28296 | -2663009 | -2374678 | -2663009 |
Avg Bars in Trades | 158 | 148 | 169 | 158 | 148 | 169 |
Avg Bars in Winners | 253 | 248 | 258 | 253 | 248 | 258 |
Avg Bars in Losers | 80 | 75 | 86 | 80 | 75 | 86 |
Bars Traded | 14781 | 6999 | 7781 | 14781 | 6999 | 7781 |
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 | 381975 | 333076 | -279355 | 332697 | 225766 | 390512 |
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 2.8853 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 2.8853 } } }
# | 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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