Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228208.473 | 1205999.9332 | 22208.5397 | 1031098.9672 | 1161351.2368 | -130252.2697 |
Total P&L (%) | 1228.2085 | 1205.9999 | 22.2085 | 1031.099 | 1161.3512 | -130.2523 |
Avg Daily Profit (%) | 0.6781 | 0.6658 | 0.0123 | 0.134 | 0.14 | 0 |
Buy And Hold Return (%) | 556.2994 | 556.2994 | 556.2994 | 556.2994 | 556.2994 | 556.2994 |
Max Trade Drawdown | -116191 | -103056 | -70448 | -2139208 | -1667625 | -1110823 |
Profit Factor | 2.5019 | 3.5555 | 1.0642 | 1.1307 | 1.2596 | 0.9618 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Losing Trades | 109 | 62 | 47 | 109 | 62 | 47 |
Profitability (%) | 42.6316 | 34.7368 | 50.5263 | 42.6316 | 34.7368 | 50.5263 |
Ratio Avg Win / Avg Loss | 3.3667 | 6.68 | 1.042 | 1.5216 | 2.3665 | 0.9418 |
Largest Winning Trade | 727461 | 727461 | 61254 | 1300712 | 1300712 | 420665 |
Largest Losing Trade | -24669 | -24669 | -21344 | -313779 | -313779 | -213333 |
Avg Bars in Trades | 111 | 154 | 68 | 111 | 154 | 68 |
Avg Bars in Winners | 172 | 299 | 85 | 172 | 299 | 85 |
Avg Bars in Losers | 65 | 76 | 51 | 65 | 76 | 51 |
Bars Traded | 21153 | 14643 | 6509 | 21153 | 14643 | 6509 |
Profit Streak | 0 | 74.0098 | 0 | 0 | 74.0098 | 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 | 342675 | 277734 | -492363 | -99037 | -16291 | -581010 |
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{ "first_band": { "type": "rma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 37, "offset": 0, "std": 2.98379 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 37, "offset": 0, "std": 2.98379 } } }
# | 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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