Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13219720.0977 | 13212940.2375 | 6779.8602 | 7428644.7053 | 7256547.979 | 172096.7263 |
Total P&L (%) | 13219.7201 | 13212.9402 | 6.7799 | 7428.6447 | 7256.548 | 172.0967 |
Avg Daily Profit (%) | 5.8228 | 5.8198 | 0.003 | 0.1905 | 0.1895 | 0.0441 |
Buy And Hold Return (%) | 8750.3876 | 8750.3876 | 8750.3876 | 8750.3876 | 8750.3876 | 8750.3876 |
Max Trade Drawdown | -190716 | -136751 | -74453 | -15187262 | -10828609 | -6068057 |
Profit Factor | 17.1007 | 32.0623 | 1.0171 | 1.1538 | 1.3014 | 1.0071 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 43.6937 | 39.6396 | 47.7477 | 43.6937 | 39.6396 | 47.7477 |
Ratio Avg Win / Avg Loss | 22.0369 | 48.8221 | 1.1131 | 1.4869 | 1.9817 | 1.1021 |
Largest Winning Trade | 13032894 | 13032894 | 28215 | 10731047 | 10731047 | 3061913 |
Largest Losing Trade | -27950 | -27950 | -22309 | -2814218 | -2126428 | -2814218 |
Avg Bars in Trades | 58 | 85 | 30 | 58 | 85 | 30 |
Avg Bars in Winners | 81 | 142 | 30 | 81 | 142 | 30 |
Avg Bars in Losers | 40 | 48 | 30 | 40 | 48 | 30 |
Bars Traded | 12895 | 9538 | 3357 | 12895 | 9538 | 3357 |
Profit Streak | 98.581 | 0 | 103.2477 | 98.581 | 0 | 103.2477 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489271 | 361024 | -556856 | -209857 | -160914 | -513067 |
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{ "first_band": { "type": "sma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 4.59872 } } }
# | 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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