Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876501.8181 | 801989.637 | 74512.1811 | 6084285.6298 | 8413276.1379 | -2328990.508 |
Total P&L (%) | 876.5018 | 801.9896 | 74.5122 | 6084.2856 | 8413.2761 | -2328.9905 |
Avg Daily Profit (%) | 0.4821 | 0.4411 | 0.041 | 0.2271 | 0.2447 | 0 |
Buy And Hold Return (%) | 620.0212 | 620.0212 | 620.0212 | 620.0212 | 620.0212 | 620.0212 |
Max Trade Drawdown | -79444 | -56576 | -88223 | -8042015 | -2913571 | -5480854 |
Profit Factor | 2.1483 | 3.4244 | 1.1723 | 1.1883 | 1.6412 | 0.8786 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 40.7609 | 41.3043 | 40.2174 | 40.7609 | 41.3043 | 40.2174 |
Ratio Avg Win / Avg Loss | 3.1221 | 4.8663 | 1.7426 | 1.727 | 2.3323 | 1.3061 |
Largest Winning Trade | 253930 | 253930 | 76650 | 4045497 | 3238480 | 4045497 |
Largest Losing Trade | -36633 | -16999 | -36633 | -2768333 | -1187953 | -2768333 |
Avg Bars in Trades | 38 | 26 | 51 | 38 | 26 | 51 |
Avg Bars in Winners | 63 | 40 | 88 | 63 | 40 | 88 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 7173 | 2432 | 4741 | 7173 | 2432 | 4741 |
Profit Streak | 4.3313 | 8.8313 | 4.3313 | 4.3313 | 8.8313 | 4.3313 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24624 | -60566 | -337888 | -6090 | 316248 | -583135 |
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{ "first_band": { "type": "sma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 10, "offset": 0, "std": 1.51604 } } }
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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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