Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1868683.3443 | 1844918.5299 | 23764.8143 | 17166.7725 | 298983.2153 | -281816.4428 |
Total P&L (%) | 1868.6833 | 1844.9185 | 23.7648 | 17.1668 | 298.9832 | -281.8164 |
Avg Daily Profit (%) | 0.8072 | 0.7969 | 0.0103 | 0.0068 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219281 | -204475 | -79624 | -1133504 | -810148 | -523758 |
Profit Factor | 2.9943 | 3.8656 | 1.081 | 1.0076 | 1.212 | 0.673 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 41.2698 | 33.3333 | 49.2063 | 41.2698 | 33.3333 | 49.2063 |
Ratio Avg Win / Avg Loss | 4.2611 | 7.7312 | 1.1159 | 1.4338 | 2.424 | 0.6947 |
Largest Winning Trade | 1765839 | 1765839 | 34747 | 723052 | 723052 | 99583 |
Largest Losing Trade | -59276 | -59276 | -26028 | -224828 | -203598 | -224828 |
Avg Bars in Trades | 36 | 60 | 11 | 36 | 60 | 11 |
Avg Bars in Winners | 51 | 110 | 11 | 51 | 110 | 11 |
Avg Bars in Losers | 25 | 36 | 10 | 25 | 36 | 10 |
Bars Traded | 4547 | 3840 | 707 | 4547 | 3840 | 707 |
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 | 569888 | -133336 | -461581 | -407736 | -265867 | -727489 |
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{ "first_band": { "type": "rma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 0, "std": 1.74309 } } }
# | 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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