Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401632.3918 | 1365641.59 | 35990.8018 | 1723252.5497 | 1990275.2321 | -267022.6825 |
Total P&L (%) | 1401.6324 | 1365.6416 | 35.9908 | 1723.2526 | 1990.2752 | -267.0227 |
Avg Daily Profit (%) | 0.7714 | 0.7516 | 0.0198 | 0.1599 | 0.1674 | 0 |
Buy And Hold Return (%) | 643.6636 | 643.6636 | 643.6636 | 643.6636 | 643.6636 | 643.6636 |
Max Trade Drawdown | -150235 | -105301 | -83006 | -9973138 | -6845450 | -4587310 |
Profit Factor | 2.7723 | 3.9135 | 1.1117 | 1.0602 | 1.1142 | 0.9762 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 41.3793 | 38.6139 | 44.1176 | 41.3793 | 38.6139 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.9274 | 6.2214 | 1.4082 | 1.5019 | 1.7713 | 1.2365 |
Largest Winning Trade | 855430 | 855430 | 34342 | 5125384 | 5125384 | 1524782 |
Largest Losing Trade | -30119 | -30119 | -17738 | -2691701 | -2691701 | -1209627 |
Avg Bars in Trades | 33 | 50 | 17 | 33 | 50 | 17 |
Avg Bars in Winners | 49 | 79 | 22 | 49 | 79 | 22 |
Avg Bars in Losers | 22 | 31 | 13 | 22 | 31 | 13 |
Bars Traded | 6844 | 5094 | 1750 | 6844 | 5094 | 1750 |
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 | 367826 | 322548 | -432086 | -151216 | -93787 | -581403 |
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{ "first_band": { "type": "linreg", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.13797 } } }
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# | 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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