Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1574455.673 | 1478358.2912 | 96097.3818 | 5402368.6718 | 4855410.6961 | 546957.9757 |
Total P&L (%) | 1574.4557 | 1478.3583 | 96.0974 | 5402.3687 | 4855.4107 | 546.958 |
Avg Daily Profit (%) | 0.8636 | 0.8109 | 0.0527 | 0.2201 | 0.2143 | 0.1025 |
Buy And Hold Return (%) | 725.511 | 725.511 | 725.511 | 725.511 | 725.511 | 725.511 |
Max Trade Drawdown | -113862 | -78647 | -51629 | -6486921 | -5449423 | -2333128 |
Profit Factor | 3.1641 | 4.4817 | 1.3172 | 1.1836 | 1.2812 | 1.045 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 41.5205 | 36.4706 | 46.5116 | 41.5205 | 36.4706 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.4565 | 7.8068 | 1.5148 | 1.6671 | 2.2318 | 1.2018 |
Largest Winning Trade | 876665 | 876665 | 58168 | 7492048 | 7492048 | 1412239 |
Largest Losing Trade | -28098 | -28098 | -17520 | -1225234 | -1225234 | -1001303 |
Avg Bars in Trades | 61 | 76 | 46 | 61 | 76 | 46 |
Avg Bars in Winners | 95 | 137 | 63 | 95 | 137 | 63 |
Avg Bars in Losers | 36 | 40 | 31 | 36 | 40 | 31 |
Bars Traded | 10451 | 6478 | 3973 | 10451 | 6478 | 3973 |
Profit Streak | 0 | 96.8104 | 0 | 0 | 96.8104 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400010 | 321264 | -288685 | -11602 | 144238 | -394249 |
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{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 230, "offset": 0, "std": 2.37541 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 230, "offset": 0, "std": 2.37541 } } }
# | 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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