Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3971638.2862 | 3929588.7583 | 42049.5279 | 822728.112 | 1233747.7876 | -411019.6756 |
Total P&L (%) | 3971.6383 | 3929.5888 | 42.0495 | 822.7281 | 1233.7478 | -411.0197 |
Avg Daily Profit (%) | 1.9067 | 1.8865 | 0.0202 | 0.1067 | 0.1244 | 0 |
Buy And Hold Return (%) | 336.4366 | 336.4366 | 336.4366 | 336.4366 | 336.4366 | 336.4366 |
Max Trade Drawdown | -113571 | -90925 | -71203 | -1909913 | -1492961 | -857944 |
Profit Factor | 4.6068 | 7.6437 | 1.0825 | 1.0697 | 1.2083 | 0.9301 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 134 | 60 | 74 | 134 | 60 | 74 |
Losing Trades | 187 | 100 | 87 | 187 | 100 | 87 |
Profitability (%) | 41.7445 | 37.5 | 45.9627 | 41.7445 | 37.5 | 45.9627 |
Ratio Avg Win / Avg Loss | 6.4289 | 12.7394 | 1.2727 | 1.4928 | 2.0138 | 1.0935 |
Largest Winning Trade | 3913286 | 3913286 | 37834 | 2195832 | 2195832 | 427884 |
Largest Losing Trade | -33574 | -33574 | -28871 | -523315 | -523315 | -380097 |
Avg Bars in Trades | 76 | 107 | 44 | 76 | 107 | 44 |
Avg Bars in Winners | 120 | 205 | 51 | 120 | 205 | 51 |
Avg Bars in Losers | 44 | 49 | 39 | 44 | 49 | 39 |
Bars Traded | 24475 | 17252 | 7223 | 24475 | 17252 | 7223 |
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 | 723650 | 650124 | -462724 | -199364 | -32925 | -580393 |
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{ "first_band": { "type": "rma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 3.71413 } } }
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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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