Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93045.0318 | 7082.1781 | 85962.8538 | 122520.6662 | 13221.2328 | 109299.4334 |
Total P&L (%) | 93.045 | 7.0822 | 85.9629 | 122.5207 | 13.2212 | 109.2994 |
Avg Daily Profit (%) | 0.3573 | 0.0272 | 0.3301 | 0.3076 | 0.0477 | 0.284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35387 | -11136 | -24528 | -85464 | -23038 | -62663 |
Profit Factor | 1.9883 | 1.244 | 2.3201 | 1.6145 | 1.2414 | 1.7558 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 64.6154 | 60.6061 | 68.75 | 64.6154 | 60.6061 | 68.75 |
Ratio Avg Win / Avg Loss | 1.0888 | 0.8086 | 1.0546 | 0.8841 | 0.8069 | 0.7981 |
Largest Winning Trade | 26082 | 6605 | 26082 | 27701 | 11680 | 27701 |
Largest Losing Trade | -16786 | -6311 | -16786 | -42185 | -7437 | -42185 |
Avg Bars in Trades | 370 | 34 | 716 | 370 | 34 | 716 |
Avg Bars in Winners | 377 | 30 | 693 | 377 | 30 | 693 |
Avg Bars in Losers | 356 | 40 | 766 | 356 | 40 | 766 |
Bars Traded | 24062 | 1140 | 22922 | 24062 | 1140 | 22922 |
Profit Streak | 7.7106 | 7.7106 | 43.5439 | 7.7106 | 7.7106 | 43.5439 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122731 | -323617 | 525043 | -125543 | -196086 | 411659 |
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{ "first_band": { "type": "bbu", "factors": { "length": 174, "offset": 0, "std": 2.77369 } }, "second_band": { "type": "sma", "factors": { "length": 217, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 174, "offset": 0, "std": 2.77369 } }, "second_band": { "type": "sma", "factors": { "length": 217, "offset": 0 } } }
# | 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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