Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80672.1584 | 42859.0098 | 37813.1486 | 74934.24 | 53650.4259 | 21283.8141 |
Total P&L (%) | 80.6722 | 42.859 | 37.8131 | 74.9342 | 53.6504 | 21.2838 |
Avg Daily Profit (%) | 0.3098 | 0.1646 | 0.1452 | 0.215 | 0.1651 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30418 | -38804 | -38111 | -32596 | -38671 | -45841 |
Profit Factor | 1.2466 | 1.3126 | 1.199 | 1.1958 | 1.34 | 1.0946 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 47.7178 | 48.3333 | 47.1074 | 47.7178 | 48.3333 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.3658 | 1.4031 | 1.3462 | 1.3102 | 1.4324 | 1.229 |
Largest Winning Trade | 23343 | 23343 | 18549 | 22904 | 22904 | 19927 |
Largest Losing Trade | -16682 | -7125 | -16682 | -18046 | -7231 | -18046 |
Avg Bars in Trades | 102 | 48 | 156 | 102 | 48 | 156 |
Avg Bars in Winners | 142 | 60 | 225 | 142 | 60 | 225 |
Avg Bars in Losers | 66 | 37 | 94 | 66 | 37 | 94 |
Bars Traded | 24737 | 5840 | 18897 | 24737 | 5840 | 18897 |
Profit Streak | 6.43 | 8.6175 | 6.43 | 6.43 | 8.6175 | 6.43 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304552 | 156717 | -5314 | 98455 | 194521 | -218515 |
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{ "first_band": { "type": "sma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 217, "offset": 0, "std": 2.25859 } } }
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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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