Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485805.9042 | 506636.8391 | -20830.9349 | 7805.8126 | 27568.4662 | -19762.6536 |
Total P&L (%) | 485.8059 | 506.6368 | -20.8309 | 7.8058 | 27.5685 | -19.7627 |
Avg Daily Profit (%) | 0.2332 | 0.2432 | -0.01 | 0.0036 | 0.0117 | -0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170999 | -197908 | -30645 | -498742 | -555819 | -71606 |
Profit Factor | 1.9563 | 2.2715 | 0.8098 | 1.0077 | 1.0326 | 0.8859 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 41.573 | 36.3636 | 46.6667 | 41.573 | 36.3636 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.7495 | 3.9752 | 0.9255 | 1.4162 | 1.807 | 1.0125 |
Largest Winning Trade | 478388 | 478388 | 10768 | 470519 | 470519 | 25873 |
Largest Losing Trade | -36696 | -36696 | -15757 | -171802 | -171802 | -29282 |
Avg Bars in Trades | 272 | 527 | 23 | 272 | 527 | 23 |
Avg Bars in Winners | 393 | 880 | 22 | 393 | 880 | 22 |
Avg Bars in Losers | 187 | 326 | 24 | 187 | 326 | 24 |
Bars Traded | 24290 | 23224 | 1066 | 24290 | 23224 | 1066 |
Profit Streak | 0 | 108.6613 | 0 | 0 | 108.6613 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308922 | 289748 | -581730 | -568915 | -368799 | -580063 |
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{ "first_band": { "type": "rma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 54, "offset": 0, "std": 4.06619 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 54, "offset": 0, "std": 4.06619 } } }
# | 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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