Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173808.1987 | 175808.5888 | -2000.3901 | 76771.0898 | 80676.0973 | -3905.0075 |
Total P&L (%) | 173.8082 | 175.8086 | -2.0004 | 76.7711 | 80.6761 | -3.905 |
Avg Daily Profit (%) | 0.1669 | 0.1688 | -0.0019 | 0.0547 | 0.0568 | -0.0038 |
Buy And Hold Return (%) | 44.7745 | 44.7745 | 44.7745 | 44.7745 | 44.7745 | 44.7745 |
Max Trade Drawdown | -74261 | -73933 | -24244 | -243987 | -237298 | -57488 |
Profit Factor | 1.4633 | 1.611 | 0.9771 | 1.0913 | 1.1203 | 0.9771 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 56.0748 | 58.4906 | 53.7037 | 56.0748 | 58.4906 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.1462 | 1.1433 | 0.8423 | 0.8548 | 0.795 | 0.8423 |
Largest Winning Trade | 82139 | 82139 | 10042 | 160935 | 160935 | 21259 |
Largest Losing Trade | -51615 | -51615 | -20823 | -155837 | -155837 | -49495 |
Avg Bars in Trades | 223 | 434 | 16 | 223 | 434 | 16 |
Avg Bars in Winners | 130 | 237 | 16 | 130 | 237 | 16 |
Avg Bars in Losers | 342 | 711 | 16 | 342 | 711 | 16 |
Bars Traded | 23926 | 23018 | 907 | 23926 | 23018 | 907 |
Profit Streak | 58.0966 | 59.4716 | 58.0966 | 58.0966 | 59.4716 | 58.0966 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310360 | -170972 | -759096 | -247942 | -393127 | -759096 |
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{ "first_band": { "type": "linreg", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.63985 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.63985 } } }
# | 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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