Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120841.2513 | 1162572.4122 | -41731.1609 | -55593.1565 | -396948.9113 | 341355.7548 |
Total P&L (%) | 1120.8413 | 1162.5724 | -41.7312 | -55.5932 | -396.9489 | 341.3558 |
Avg Daily Profit (%) | 0.5858 | 0.6076 | -0.0218 | -0.0424 | 0 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -293645 | -190893 | -126603 | -1583779 | -1278953 | -469859 |
Profit Factor | 2.6607 | 4.2737 | 0.8695 | 0.9817 | 0.7478 | 1.2329 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 34 | 11 | 23 | 34 | 11 | 23 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 30.6306 | 20 | 41.0714 | 30.6306 | 20 | 41.0714 |
Ratio Avg Win / Avg Loss | 6.0256 | 17.0948 | 1.2476 | 2.2233 | 2.991 | 1.7689 |
Largest Winning Trade | 1333935 | 1333935 | 47082 | 905926 | 905926 | 469301 |
Largest Losing Trade | -33656 | -28323 | -33656 | -461158 | -461158 | -223954 |
Avg Bars in Trades | 100 | 108 | 92 | 100 | 108 | 92 |
Avg Bars in Winners | 177 | 297 | 120 | 177 | 297 | 120 |
Avg Bars in Losers | 66 | 61 | 72 | 66 | 61 | 72 |
Bars Traded | 11147 | 5979 | 5168 | 11147 | 5979 | 5168 |
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 | 330208 | -213401 | -762638 | -585237 | -810185 | -272055 |
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{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 2.20964 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 2.20964 } } }
# | 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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