Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104060.6945 | 13822.9316 | 90237.7629 | 145093.3344 | 22666.2728 | 122427.0616 |
Total P&L (%) | 104.0607 | 13.8229 | 90.2378 | 145.0933 | 22.6663 | 122.4271 |
Avg Daily Profit (%) | 0.3996 | 0.0531 | 0.3465 | 0.3448 | 0.0785 | 0.3074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34020 | -12680 | -28827 | -63852 | -25573 | -52893 |
Profit Factor | 1.8767 | 1.3395 | 2.1573 | 1.6447 | 1.3022 | 1.8159 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 59.1398 | 55.3191 | 63.0435 | 59.1398 | 55.3191 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.2967 | 1.0819 | 1.2646 | 1.1363 | 1.0518 | 1.0645 |
Largest Winning Trade | 26085 | 8364 | 26085 | 30644 | 14631 | 30644 |
Largest Losing Trade | -16583 | -6602 | -16583 | -31050 | -13157 | -31050 |
Avg Bars in Trades | 258 | 54 | 467 | 258 | 54 | 467 |
Avg Bars in Winners | 194 | 50 | 323 | 194 | 50 | 323 |
Avg Bars in Losers | 351 | 60 | 712 | 351 | 60 | 712 |
Bars Traded | 24065 | 2574 | 21491 | 24065 | 2574 | 21491 |
Profit Streak | 9.0718 | 9.0718 | 14.3218 | 9.0718 | 9.0718 | 14.3218 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482647 | -168061 | 494224 | 449679 | -92690 | 458490 |
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{ "first_band": { "type": "bbu", "factors": { "length": 93, "offset": 0, "std": 1.65802 } }, "second_band": { "type": "rma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 93, "offset": 0, "std": 1.65802 } }, "second_band": { "type": "rma", "factors": { "length": 111, "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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