Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217468.4698 | 196363.7311 | 21104.7388 | 166487.115 | 127266.7188 | 39220.3962 |
Total P&L (%) | 217.4685 | 196.3637 | 21.1047 | 166.4871 | 127.2667 | 39.2204 |
Avg Daily Profit (%) | 0.4175 | 0.377 | 0.0405 | 0.1884 | 0.1577 | 0.0636 |
Buy And Hold Return (%) | 54.4074 | 54.4074 | 54.4074 | 54.4074 | 54.4074 | 54.4074 |
Max Trade Drawdown | -52805 | -57373 | -4447 | -134388 | -142359 | -8634 |
Profit Factor | 2.4267 | 2.4743 | 2.097 | 1.569 | 1.4875 | 2.2422 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 52.5424 | 48.2759 | 56.6667 | 52.5424 | 48.2759 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.1918 | 2.651 | 1.6036 | 1.4171 | 1.5938 | 1.7146 |
Largest Winning Trade | 198537 | 198537 | 6085 | 161519 | 161519 | 13608 |
Largest Losing Trade | -35109 | -35109 | -3349 | -100821 | -100821 | -5437 |
Avg Bars in Trades | 417 | 825 | 24 | 417 | 825 | 24 |
Avg Bars in Winners | 510 | 1097 | 26 | 510 | 1097 | 26 |
Avg Bars in Losers | 315 | 571 | 20 | 315 | 571 | 20 |
Bars Traded | 24656 | 23933 | 723 | 24656 | 23933 | 723 |
Profit Streak | 1.3908 | 0 | 4.995 | 1.3908 | 0 | 4.995 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170465 | 359480 | -299052 | -176153 | 132431 | -268343 |
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 59, "offset": 0, "std": 3.48517 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 59, "offset": 0, "std": 3.48517 } } }
# | 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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