Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1468683.9449 | 1392953.1615 | 75730.7835 | 4686532.0969 | 4527841.09 | 158691.0069 |
Total P&L (%) | 1468.6839 | 1392.9532 | 75.7308 | 4686.5321 | 4527.8411 | 158.691 |
Avg Daily Profit (%) | 0.6707 | 0.6361 | 0.0346 | 0.1768 | 0.1753 | 0.0434 |
Buy And Hold Return (%) | 501.8135 | 501.8135 | 501.8135 | 501.8135 | 501.8135 | 501.8135 |
Max Trade Drawdown | -116912 | -104525 | -123690 | -1590695 | -1070026 | -779667 |
Profit Factor | 2.6591 | 4.1866 | 1.169 | 1.6333 | 2.1458 | 1.046 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 86 | 33 | 53 | 86 | 33 | 53 |
Losing Trades | 158 | 89 | 69 | 158 | 89 | 69 |
Profitability (%) | 35.2459 | 27.0492 | 43.4426 | 35.2459 | 27.0492 | 43.4426 |
Ratio Avg Win / Avg Loss | 4.8854 | 11.2912 | 1.5219 | 3.0008 | 5.7871 | 1.3618 |
Largest Winning Trade | 754797 | 754797 | 66002 | 2856147 | 2856147 | 541228 |
Largest Losing Trade | -27158 | -17733 | -27158 | -474097 | -474097 | -353902 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 54 | 73 | 42 | 54 | 73 | 42 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 6438 | 3450 | 2988 | 6438 | 3450 | 2988 |
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 | 351862 | -5082 | -348476 | 242966 | -8827 | -473099 |
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{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.3552 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.3552 } } }
# | 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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