Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663566.8331 | 767814.2562 | -104247.4231 | -62129.9244 | 333589.0981 | -395719.0225 |
Total P&L (%) | 663.5668 | 767.8143 | -104.2474 | -62.1299 | 333.5891 | -395.719 |
Avg Daily Profit (%) | 0.3611 | 0.4178 | -0.0567 | -0.0528 | 0.0799 | 0 |
Buy And Hold Return (%) | 141.4107 | 141.4107 | 141.4107 | 141.4107 | 141.4107 | 141.4107 |
Max Trade Drawdown | -258468 | -183367 | -130859 | -1075567 | -700155 | -414909 |
Profit Factor | 1.6645 | 2.2723 | 0.7361 | 0.9681 | 1.2716 | 0.4492 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 38.7435 | 40.625 | 36.8421 | 38.7435 | 40.625 | 36.8421 |
Ratio Avg Win / Avg Loss | 2.6318 | 3.321 | 1.2619 | 1.5306 | 1.8584 | 0.7701 |
Largest Winning Trade | 760648 | 760648 | 21485 | 975187 | 975187 | 88689 |
Largest Losing Trade | -36682 | -36682 | -23428 | -294026 | -294026 | -181522 |
Avg Bars in Trades | 113 | 178 | 48 | 113 | 178 | 48 |
Avg Bars in Winners | 166 | 267 | 53 | 166 | 267 | 53 |
Avg Bars in Losers | 80 | 117 | 46 | 80 | 117 | 46 |
Bars Traded | 21764 | 17138 | 4626 | 21764 | 17138 | 4626 |
Profit Streak | 0 | 0 | 55.1368 | 0 | 0 | 55.1368 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273004 | 332442 | -583966 | -581377 | -93743 | -585633 |
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{ "first_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 191, "offset": 0, "std": 2.61908 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 191, "offset": 0, "std": 2.61908 } } }
# | 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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