Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3388890.2689 | 3435863.304 | -46973.0351 | -76331.2022 | -23169.9457 | -53161.2565 |
Total P&L (%) | 3388.8903 | 3435.8633 | -46.973 | -76.3312 | -23.1699 | -53.1613 |
Avg Daily Profit (%) | 1.4596 | 1.4798 | -0.0202 | -0.062 | -0.0114 | -0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256016 | -252134 | -77967 | -1041781 | -996205 | -120275 |
Profit Factor | 4.8012 | 5.6835 | 0.7026 | 0.9494 | 0.9815 | 0.7931 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 40.8602 | 30.4348 | 51.0638 | 40.8602 | 30.4348 | 51.0638 |
Ratio Avg Win / Avg Loss | 6.9491 | 12.9909 | 0.6733 | 1.3742 | 2.2434 | 0.76 |
Largest Winning Trade | 3445954 | 3445954 | 15009 | 1033051 | 1033051 | 118064 |
Largest Losing Trade | -61645 | -61645 | -15296 | -251484 | -251484 | -108356 |
Avg Bars in Trades | 146 | 288 | 7 | 146 | 288 | 7 |
Avg Bars in Winners | 209 | 555 | 7 | 209 | 555 | 7 |
Avg Bars in Losers | 103 | 172 | 8 | 103 | 172 | 8 |
Bars Traded | 13648 | 13280 | 369 | 13648 | 13280 | 369 |
Profit Streak | 10.5466 | 0 | 205.5466 | 10.5466 | 0 | 205.5466 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 674359 | 522617 | -578895 | -581766 | -585535 | -578895 |
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{ "first_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 43, "offset": 0, "std": 1.17655 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 43, "offset": 0, "std": 1.17655 } } }
# | 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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