Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325520.2383 | 320717.5128 | 4802.7254 | -25828.2767 | -20120.3299 | -5707.9468 |
Total P&L (%) | 325.5202 | 320.7175 | 4.8027 | -25.8283 | -20.1203 | -5.7079 |
Avg Daily Profit (%) | 0.1738 | 0.1712 | 0.0026 | -0.0159 | -0.012 | -0.0031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157493 | -152394 | -16473 | -751469 | -754225 | -61502 |
Profit Factor | 1.5651 | 1.6431 | 1.062 | 0.9835 | 0.9857 | 0.9634 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 46.9027 | 48.2143 | 45.614 | 46.9027 | 48.2143 | 45.614 |
Ratio Avg Win / Avg Loss | 1.7718 | 1.7649 | 1.2663 | 1.1134 | 1.0587 | 1.1487 |
Largest Winning Trade | 121617 | 121617 | 11822 | 301301 | 301301 | 36731 |
Largest Losing Trade | -81282 | -81282 | -11925 | -658757 | -658757 | -61265 |
Avg Bars in Trades | 196 | 388 | 8 | 196 | 388 | 8 |
Avg Bars in Winners | 173 | 332 | 9 | 173 | 332 | 9 |
Avg Bars in Losers | 216 | 440 | 7 | 216 | 440 | 7 |
Bars Traded | 22212 | 21738 | 474 | 22212 | 21738 | 474 |
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 | 335056 | -170263 | -688938 | -580015 | -759861 | -760594 |
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{ "first_band": { "type": "linreg", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 27, "offset": 0, "std": 2.94155 } } }
# | 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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