Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354058.3819 | 185381.5874 | 168676.7945 | 924319.7673 | 426545.5731 | 497774.1942 |
Total P&L (%) | 354.0584 | 185.3816 | 168.6768 | 924.3198 | 426.5456 | 497.7742 |
Avg Daily Profit (%) | 0.188 | 0.0985 | 0.0896 | 0.1236 | 0.0883 | 0.095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55962 | -55569 | -28052 | -451465 | -254883 | -371139 |
Profit Factor | 1.7695 | 1.7523 | 1.7892 | 1.3455 | 1.3 | 1.3972 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 46.2585 | 41.0959 | 51.3514 | 46.2585 | 41.0959 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.0557 | 2.5117 | 1.6951 | 1.5632 | 1.8634 | 1.3237 |
Largest Winning Trade | 68098 | 68098 | 51890 | 336187 | 336187 | 234278 |
Largest Losing Trade | -24326 | -22899 | -24326 | -156395 | -156395 | -139365 |
Avg Bars in Trades | 49 | 59 | 39 | 49 | 59 | 39 |
Avg Bars in Winners | 70 | 99 | 47 | 70 | 99 | 47 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 7273 | 4336 | 2938 | 7273 | 4336 | 2938 |
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 | 353087 | -133638 | -134257 | -27135 | -149354 | -129742 |
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{ "first_band": { "type": "sma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 3.6799 } } }
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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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