Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1602811.5795 | 1506956.5737 | 95855.0058 | 386701.1589 | 181194.2043 | 205506.9546 |
Total P&L (%) | 1602.8116 | 1506.9566 | 95.855 | 386.7012 | 181.1942 | 205.507 |
Avg Daily Profit (%) | 0.8973 | 0.8436 | 0.0537 | 0.0886 | 0.0579 | 0.0625 |
Buy And Hold Return (%) | 235.3275 | 235.3275 | 235.3275 | 235.3275 | 235.3275 | 235.3275 |
Max Trade Drawdown | -115578 | -115987 | -53265 | -1568466 | -1276727 | -932818 |
Profit Factor | 4.3042 | 6.9048 | 1.417 | 1.0719 | 1.0702 | 1.0734 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 43.0769 | 34.375 | 51.5152 | 43.0769 | 34.375 | 51.5152 |
Ratio Avg Win / Avg Loss | 5.6876 | 13.182 | 1.3336 | 1.4164 | 2.0431 | 1.0103 |
Largest Winning Trade | 1614111 | 1614111 | 56453 | 1399501 | 1399501 | 582793 |
Largest Losing Trade | -40415 | -31429 | -40415 | -768150 | -355933 | -768150 |
Avg Bars in Trades | 68 | 88 | 48 | 68 | 88 | 48 |
Avg Bars in Winners | 93 | 141 | 61 | 93 | 141 | 61 |
Avg Bars in Losers | 50 | 61 | 35 | 50 | 61 | 35 |
Bars Traded | 4463 | 2847 | 1616 | 4463 | 2847 | 1616 |
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 | -118560 | 548128 | -286067 | -364354 | -429720 | -414803 |
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{ "first_band": { "type": "rma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 153, "offset": 0, "std": 4.21137 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 153, "offset": 0, "std": 4.21137 } } }
# | 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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