Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72041.9005 | 47300.5416 | 24741.3588 | 63502.6085 | 52121.5611 | 11381.0473 |
Total P&L (%) | 72.0419 | 47.3005 | 24.7414 | 63.5026 | 52.1216 | 11.381 |
Avg Daily Profit (%) | 0.5186 | 0.3405 | 0.1781 | 0.3546 | 0.3025 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44008 | -20038 | -44294 | -57944 | -27807 | -62311 |
Profit Factor | 1.3845 | 1.7321 | 1.2015 | 1.2738 | 1.6609 | 1.0744 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Losing Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Profitability (%) | 68.8406 | 75.3623 | 62.3188 | 68.8406 | 75.3623 | 62.3188 |
Ratio Avg Win / Avg Loss | 0.6267 | 0.5663 | 0.7265 | 0.5766 | 0.543 | 0.6496 |
Largest Winning Trade | 8594 | 7216 | 8594 | 11004 | 11004 | 8819 |
Largest Losing Trade | -31612 | -13902 | -31612 | -39009 | -18006 | -39009 |
Avg Bars in Trades | 94 | 47 | 141 | 94 | 47 | 141 |
Avg Bars in Winners | 73 | 42 | 109 | 73 | 42 | 109 |
Avg Bars in Losers | 141 | 60 | 194 | 141 | 60 | 194 |
Bars Traded | 13022 | 3259 | 9764 | 13022 | 3259 | 9764 |
Profit Streak | 137.342 | 164.6545 | 137.342 | 137.342 | 164.6545 | 137.342 |
Trades During Streak | 17 | 20 | 8 | 17 | 20 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432640 | -90675 | -98831 | 342219 | -90757 | -452865 |
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{ "first_band": { "type": "bbu", "factors": { "length": 31, "offset": 250, "std": 2.57747 } }, "second_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 31, "offset": 250, "std": 2.57747 } }, "second_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } } }
# | 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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