Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118971.4511 | 1028273.8308 | 90697.6203 | 4033961.9188 | -2404498.0022 | 6438459.921 |
Total P&L (%) | 1118.9715 | 1028.2738 | 90.6976 | 4033.9619 | -2404.498 | 6438.4599 |
Avg Daily Profit (%) | 0.617 | 0.567 | 0.05 | 0.2054 | 0 | 0.2308 |
Buy And Hold Return (%) | 537.0178 | 537.0178 | 537.0178 | 537.0178 | 537.0178 | 537.0178 |
Max Trade Drawdown | -181225 | -160538 | -44694 | -34318901 | -30865144 | -4728661 |
Profit Factor | 2.6501 | 3.0443 | 1.5179 | 1.0572 | 0.9574 | 1.4565 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 50.4587 | 48.1481 | 52.7273 | 50.4587 | 48.1481 | 52.7273 |
Ratio Avg Win / Avg Loss | 2.6019 | 3.2785 | 1.3609 | 1.0379 | 1.0311 | 1.3058 |
Largest Winning Trade | 357749 | 357749 | 39123 | 13404692 | 13404692 | 3761757 |
Largest Losing Trade | -70293 | -70293 | -24006 | -18798664 | -18798664 | -3033644 |
Avg Bars in Trades | 95 | 170 | 21 | 95 | 170 | 21 |
Avg Bars in Winners | 87 | 159 | 22 | 87 | 159 | 22 |
Avg Bars in Losers | 104 | 181 | 21 | 104 | 181 | 21 |
Bars Traded | 10437 | 9229 | 1208 | 10437 | 9229 | 1208 |
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 | 384284 | -171242 | -469915 | -149216 | -759886 | -170083 |
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{ "first_band": { "type": "linreg", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 2.04357 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 2.04357 } } }
# | 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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