Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262314.4022 | 1265444.3812 | -3129.979 | 502164.2619 | 748440.769 | -246276.5071 |
Total P&L (%) | 1262.3144 | 1265.4444 | -3.13 | 502.1643 | 748.4408 | -246.2765 |
Avg Daily Profit (%) | 0.6938 | 0.6955 | -0.0017 | 0.0987 | 0.1176 | 0 |
Buy And Hold Return (%) | 592.1848 | 592.1848 | 592.1848 | 592.1848 | 592.1848 | 592.1848 |
Max Trade Drawdown | -121770 | -137178 | -67091 | -1856076 | -1454810 | -720685 |
Profit Factor | 2.3584 | 3.2753 | 0.9916 | 1.0631 | 1.1555 | 0.9218 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 90 | 35 | 55 | 90 | 35 | 55 |
Losing Trades | 125 | 72 | 53 | 125 | 72 | 53 |
Profitability (%) | 41.8605 | 32.7103 | 50.9259 | 41.8605 | 32.7103 | 50.9259 |
Ratio Avg Win / Avg Loss | 3.2755 | 6.7377 | 0.9556 | 1.4765 | 2.377 | 0.8883 |
Largest Winning Trade | 733533 | 733533 | 35045 | 1125386 | 1125386 | 240316 |
Largest Losing Trade | -27973 | -27973 | -21983 | -514727 | -514727 | -269430 |
Avg Bars in Trades | 32 | 49 | 15 | 32 | 49 | 15 |
Avg Bars in Winners | 47 | 96 | 16 | 47 | 96 | 16 |
Avg Bars in Losers | 21 | 27 | 13 | 21 | 27 | 13 |
Bars Traded | 6951 | 5327 | 1624 | 6951 | 5327 | 1624 |
Profit Streak | 0 | 80.4831 | 0 | 0 | 80.4831 | 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 | 313142 | 220414 | -580646 | -379740 | -174101 | -580646 |
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{ "first_band": { "type": "sma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 4.08119 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 4.08119 } } }
# | 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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