Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1348265.8513 | 1344003.4324 | 4262.4189 | 793581.7375 | 1138104.2645 | -344522.5269 |
Total P&L (%) | 1348.2659 | 1344.0034 | 4.2624 | 793.5817 | 1138.1043 | -344.5225 |
Avg Daily Profit (%) | 0.7414 | 0.7391 | 0.0023 | 0.1205 | 0.1385 | 0 |
Buy And Hold Return (%) | 616.9535 | 616.9535 | 616.9535 | 616.9535 | 616.9535 | 616.9535 |
Max Trade Drawdown | -110798 | -115473 | -90568 | -2740848 | -2214586 | -1464630 |
Profit Factor | 3.503 | 5.6497 | 1.0171 | 1.0987 | 1.261 | 0.9063 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 39.1304 | 32.3529 | 45.7143 | 39.1304 | 32.3529 | 45.7143 |
Ratio Avg Win / Avg Loss | 5.4492 | 11.813 | 1.2078 | 1.7092 | 2.6367 | 1.0762 |
Largest Winning Trade | 700387 | 700387 | 68078 | 2438566 | 2438566 | 1031646 |
Largest Losing Trade | -36763 | -36763 | -31322 | -977951 | -739490 | -977951 |
Avg Bars in Trades | 148 | 188 | 109 | 148 | 188 | 109 |
Avg Bars in Winners | 232 | 341 | 157 | 232 | 341 | 157 |
Avg Bars in Losers | 94 | 114 | 69 | 94 | 114 | 69 |
Bars Traded | 10237 | 6401 | 3836 | 10237 | 6401 | 3836 |
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 | -96795 | 300146 | -558877 | -329730 | -21622 | -580787 |
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{ "first_band": { "type": "rma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 1.39858 } } }
# | 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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