Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63815.6982 | -8003.097 | 71818.7953 | 67164.4502 | -13850.6044 | 81015.0546 |
Total P&L (%) | 63.8157 | -8.0031 | 71.8188 | 67.1645 | -13.8506 | 81.0151 |
Avg Daily Profit (%) | 0.245 | -0.0307 | 0.2758 | 0.1975 | -0.0572 | 0.2281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57397 | -22951 | -38124 | -102766 | -38870 | -69965 |
Profit Factor | 1.3696 | 0.8902 | 1.72 | 1.2228 | 0.8844 | 1.4458 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 50.3497 | 48.6111 | 52.1127 | 50.3497 | 48.6111 | 52.1127 |
Ratio Avg Win / Avg Loss | 1.3506 | 0.9411 | 1.5806 | 1.2058 | 0.9349 | 1.3286 |
Largest Winning Trade | 16507 | 7314 | 16507 | 29842 | 9556 | 29842 |
Largest Losing Trade | -16220 | -5779 | -16220 | -31866 | -8243 | -31866 |
Avg Bars in Trades | 168 | 30 | 308 | 168 | 30 | 308 |
Avg Bars in Winners | 161 | 32 | 282 | 161 | 32 | 282 |
Avg Bars in Losers | 175 | 28 | 337 | 175 | 28 | 337 |
Bars Traded | 24087 | 2184 | 21903 | 24087 | 2184 | 21903 |
Profit Streak | 9.8205 | 14.6538 | 9.8205 | 9.8205 | 14.6538 | 9.8205 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315214 | -660621 | -75167 | 276314 | -660621 | -77860 |
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{ "first_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 3.49612 } }, "second_band": { "type": "sma", "factors": { "length": 219, "offset": 0 } } }
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# | 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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