Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2109313.4565 | 2092801.0597 | 16512.3968 | 85472.9424 | 180336.0414 | -94863.099 |
Total P&L (%) | 2109.3135 | 2092.8011 | 16.5124 | 85.4729 | 180.336 | -94.8631 |
Avg Daily Profit (%) | 0.9117 | 0.9045 | 0.0071 | 0.0267 | 0.0446 | -0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176186 | -157696 | -129158 | -766863 | -628698 | -369347 |
Profit Factor | 3.2529 | 5.3013 | 1.0367 | 1.0383 | 1.1493 | 0.9074 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 37.1069 | 32.5 | 41.7722 | 37.1069 | 32.5 | 41.7722 |
Ratio Avg Win / Avg Loss | 5.5135 | 11.0104 | 1.4451 | 1.7598 | 2.387 | 1.2648 |
Largest Winning Trade | 2028525 | 2028525 | 79129 | 560070 | 560070 | 261479 |
Largest Losing Trade | -49967 | -24269 | -49967 | -253010 | -144690 | -253010 |
Avg Bars in Trades | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Winners | 67 | 85 | 54 | 67 | 85 | 54 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 6722 | 3868 | 2854 | 6722 | 3868 | 2854 |
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 | 550806 | -4991 | -402798 | -338674 | -214857 | -609269 |
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{ "first_band": { "type": "sma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 4.35857 } } }
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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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