Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1188788.0601 | 1231887.5107 | -43099.4505 | 269950.0277 | 906544.6378 | -636594.6101 |
Total P&L (%) | 1188.7881 | 1231.8875 | -43.0995 | 269.95 | 906.5446 | -636.5946 |
Avg Daily Profit (%) | 0.6536 | 0.6773 | -0.0237 | 0.072 | 0.127 | 0 |
Buy And Hold Return (%) | 596.5332 | 596.5332 | 596.5332 | 596.5332 | 596.5332 | 596.5332 |
Max Trade Drawdown | -141442 | -133453 | -67916 | -2698364 | -2112546 | -1009199 |
Profit Factor | 2.9113 | 3.6409 | 0.7229 | 1.0433 | 1.1976 | 0.6129 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 43.5294 | 42.8571 | 44.186 | 43.5294 | 42.8571 | 44.186 |
Ratio Avg Win / Avg Loss | 3.7768 | 4.8546 | 0.9131 | 1.3535 | 1.5968 | 0.7742 |
Largest Winning Trade | 694733 | 694733 | 23045 | 1294838 | 1294838 | 252583 |
Largest Losing Trade | -58974 | -58974 | -14686 | -863155 | -863155 | -306433 |
Avg Bars in Trades | 212 | 398 | 32 | 212 | 398 | 32 |
Avg Bars in Winners | 304 | 582 | 41 | 304 | 582 | 41 |
Avg Bars in Losers | 142 | 259 | 24 | 142 | 259 | 24 |
Bars Traded | 18097 | 16720 | 1377 | 18097 | 16720 | 1377 |
Profit Streak | 212.0015 | 0 | 212.0848 | 212.0015 | 0 | 212.0848 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318230 | 350145 | -582396 | -437230 | -37910 | -582396 |
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{ "first_band": { "type": "sma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 241, "offset": 0, "std": 4.45356 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 241, "offset": 0, "std": 4.45356 } } }
# | 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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