Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986495.3673 | 906117.6886 | 80377.6788 | 1950330.2902 | 1653959.8376 | 296370.4527 |
Total P&L (%) | 986.4954 | 906.1177 | 80.3777 | 1950.3303 | 1653.9598 | 296.3705 |
Avg Daily Profit (%) | 0.538 | 0.4941 | 0.0438 | 0.1649 | 0.1563 | 0.0751 |
Buy And Hold Return (%) | 255.5061 | 255.5061 | 255.5061 | 255.5061 | 255.5061 | 255.5061 |
Max Trade Drawdown | -94141 | -74842 | -40668 | -841745 | -601586 | -294763 |
Profit Factor | 4.2293 | 7.4533 | 1.4869 | 1.7388 | 2.5033 | 1.1925 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 50 | 55.1724 | 44.8276 | 50 | 55.1724 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.2293 | 6.0558 | 1.8301 | 1.7388 | 2.0339 | 1.4677 |
Largest Winning Trade | 821011 | 821011 | 42591 | 821011 | 821011 | 368005 |
Largest Losing Trade | -38360 | -38360 | -23331 | -370124 | -370124 | -274402 |
Avg Bars in Trades | 121 | 194 | 49 | 121 | 194 | 49 |
Avg Bars in Winners | 183 | 272 | 73 | 183 | 272 | 73 |
Avg Bars in Losers | 60 | 98 | 30 | 60 | 98 | 30 |
Bars Traded | 7069 | 5630 | 1439 | 7069 | 5630 | 1439 |
Profit Streak | 0 | 173.3453 | 0 | 0 | 173.3453 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163689 | 649395 | -299870 | -168466 | 492083 | -219492 |
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{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 2.76862 } } }
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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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