Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478808.1957 | 1449147.1684 | 29661.0273 | 1147631.0971 | 1418453.0247 | -270821.9276 |
Total P&L (%) | 1478.8082 | 1449.1472 | 29.661 | 1147.6311 | 1418.453 | -270.8219 |
Avg Daily Profit (%) | 0.8163 | 0.7999 | 0.0164 | 0.1394 | 0.1503 | 0 |
Buy And Hold Return (%) | 643.3193 | 643.3193 | 643.3193 | 643.3193 | 643.3193 | 643.3193 |
Max Trade Drawdown | -173393 | -121354 | -76620 | -7904823 | -5740080 | -3129124 |
Profit Factor | 2.3496 | 3.2942 | 1.0639 | 1.0329 | 1.0667 | 0.9801 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 131 | 51 | 80 | 131 | 51 | 80 |
Losing Trades | 207 | 118 | 89 | 207 | 118 | 89 |
Profitability (%) | 38.7574 | 30.1775 | 47.3373 | 38.7574 | 30.1775 | 47.3373 |
Ratio Avg Win / Avg Loss | 3.7127 | 7.6218 | 1.1836 | 1.6321 | 2.4681 | 1.0904 |
Largest Winning Trade | 1005195 | 1005195 | 48678 | 6905432 | 6905432 | 1384859 |
Largest Losing Trade | -30690 | -30690 | -18285 | -1686774 | -1686774 | -1160174 |
Avg Bars in Trades | 63 | 81 | 45 | 63 | 81 | 45 |
Avg Bars in Winners | 105 | 174 | 61 | 105 | 174 | 61 |
Avg Bars in Losers | 36 | 40 | 31 | 36 | 40 | 31 |
Bars Traded | 21439 | 13695 | 7744 | 21439 | 13695 | 7744 |
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 | 365498 | 247641 | -487681 | -200669 | -151329 | -579817 |
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{ "first_band": { "type": "sma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 15, "std": 2.61442 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 15, "std": 2.61442 } } }
# | 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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