Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141843.2312 | 76143.9337 | 65699.2974 | 213555.2202 | 132863.0152 | 80692.205 |
Total P&L (%) | 141.8432 | 76.1439 | 65.6993 | 213.5552 | 132.863 | 80.6922 |
Avg Daily Profit (%) | 0.5447 | 0.2924 | 0.2523 | 0.4398 | 0.3251 | 0.2274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33886 | -29028 | -26499 | -78071 | -65439 | -57642 |
Profit Factor | 1.561 | 1.6112 | 1.5123 | 1.3908 | 1.4946 | 1.2904 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 40.4372 | 39.1304 | 41.7582 | 40.4372 | 39.1304 | 41.7582 |
Ratio Avg Win / Avg Loss | 2.2994 | 2.5062 | 2.1093 | 2.0486 | 2.3249 | 1.7998 |
Largest Winning Trade | 35447 | 35447 | 22568 | 68757 | 68757 | 39885 |
Largest Losing Trade | -12149 | -12149 | -11304 | -33031 | -24626 | -33031 |
Avg Bars in Trades | 134 | 84 | 183 | 134 | 84 | 183 |
Avg Bars in Winners | 216 | 123 | 304 | 216 | 123 | 304 |
Avg Bars in Losers | 77 | 59 | 97 | 77 | 59 | 97 |
Bars Traded | 24526 | 7789 | 16737 | 24526 | 7789 | 16737 |
Profit Streak | 5.2196 | 9.8863 | 5.2196 | 5.2196 | 9.8863 | 5.2196 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389013 | 257521 | 218684 | 319285 | 243617 | 172538 |
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{ "first_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 48, "offset": 0, "std": 1.40355 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 48, "offset": 0, "std": 1.40355 } } }
# | 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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