Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1244545.663 | 1194531.1944 | 50014.4686 | 2081572.9133 | 2764121.3566 | -682548.4434 |
Total P&L (%) | 1244.5457 | 1194.5312 | 50.0145 | 2081.5729 | 2764.1214 | -682.5484 |
Avg Daily Profit (%) | 0.6848 | 0.6572 | 0.0275 | 0.1698 | 0.1848 | 0 |
Buy And Hold Return (%) | 556.6408 | 556.6408 | 556.6408 | 556.6408 | 556.6408 | 556.6408 |
Max Trade Drawdown | -131909 | -97440 | -66714 | -7187381 | -5227450 | -2857366 |
Profit Factor | 2.3776 | 3.5276 | 1.1161 | 1.0762 | 1.189 | 0.9462 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Losing Trades | 177 | 91 | 86 | 177 | 91 | 86 |
Profitability (%) | 37.8947 | 35.9155 | 39.8601 | 37.8947 | 35.9155 | 39.8601 |
Ratio Avg Win / Avg Loss | 3.8966 | 6.2944 | 1.6839 | 1.7638 | 2.1215 | 1.4276 |
Largest Winning Trade | 763847 | 763847 | 52162 | 6316241 | 6316241 | 968993 |
Largest Losing Trade | -18836 | -18836 | -16585 | -1139915 | -1139915 | -759917 |
Avg Bars in Trades | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Winners | 43 | 58 | 30 | 43 | 58 | 30 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 7064 | 4260 | 2804 | 7064 | 4260 | 2804 |
Profit Streak | 0 | 38.7386 | 0 | 0 | 38.7386 | 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 | 304341 | 274899 | -417454 | -133191 | -10104 | -582952 |
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 173, "offset": 0, "std": 3.15963 } } }
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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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