Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320416.4647 | 1320138.5725 | 277.8922 | 550713.0716 | 813787.9551 | -263074.8834 |
Total P&L (%) | 1320.4165 | 1320.1386 | 0.2779 | 550.7131 | 813.788 | -263.0749 |
Avg Daily Profit (%) | 0.7286 | 0.7284 | 0.0002 | 0.1034 | 0.1222 | 0 |
Buy And Hold Return (%) | 536.5302 | 536.5302 | 536.5302 | 536.5302 | 536.5302 | 536.5302 |
Max Trade Drawdown | -140724 | -126925 | -93969 | -936886 | -516729 | -610932 |
Profit Factor | 3.0899 | 4.9487 | 1.0009 | 1.1912 | 1.629 | 0.8342 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 41.1765 | 35.5932 | 46.6667 | 41.1765 | 35.5932 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.4141 | 8.9548 | 1.1439 | 1.7017 | 2.9477 | 0.9534 |
Largest Winning Trade | 720042 | 720042 | 57772 | 671586 | 671586 | 291498 |
Largest Losing Trade | -61213 | -43346 | -61213 | -610932 | -159388 | -610932 |
Avg Bars in Trades | 85 | 93 | 76 | 85 | 93 | 76 |
Avg Bars in Winners | 128 | 151 | 110 | 128 | 151 | 110 |
Avg Bars in Losers | 54 | 61 | 47 | 54 | 61 | 47 |
Bars Traded | 10134 | 5523 | 4611 | 10134 | 5523 | 4611 |
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 | 415010 | -166068 | -748356 | -224341 | -219108 | -751254 |
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{ "first_band": { "type": "sma", "factors": { "length": 137, "offset": 235 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 4.32965 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 137, "offset": 235 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 4.32965 } } }
# | 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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