Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602699.4867 | 461413.4809 | 141286.0057 | 677210.7334 | -577609.8049 | 1254820.5383 |
Total P&L (%) | 602.6995 | 461.4135 | 141.286 | 677.2107 | -577.6098 | 1254.8205 |
Avg Daily Profit (%) | 0.3374 | 0.2583 | 0.0791 | 0.1149 | 0 | 0.146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192914 | -160345 | -51495 | -1885903 | -2046186 | -225381 |
Profit Factor | 1.9939 | 2.0065 | 1.9547 | 1.1251 | 0.876 | 2.6587 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 65.7143 | 63.4615 | 67.9245 | 65.7143 | 63.4615 | 67.9245 |
Ratio Avg Win / Avg Loss | 1.0403 | 1.1553 | 0.9231 | 0.587 | 0.5044 | 1.2555 |
Largest Winning Trade | 99493 | 99493 | 22847 | 637573 | 637573 | 285024 |
Largest Losing Trade | -72636 | -72636 | -28091 | -1333944 | -1333944 | -147518 |
Avg Bars in Trades | 97 | 184 | 11 | 97 | 184 | 11 |
Avg Bars in Winners | 49 | 91 | 11 | 49 | 91 | 11 |
Avg Bars in Losers | 187 | 344 | 11 | 187 | 344 | 11 |
Bars Traded | 10200 | 9573 | 627 | 10200 | 9573 | 627 |
Profit Streak | 88.181 | 88.181 | 160.8476 | 88.181 | 88.181 | 160.8476 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563576 | -166528 | -262476 | -120073 | -758128 | -169808 |
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{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 4.84692 } }, "second_band": { "type": "sma", "factors": { "length": 140, "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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