Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174393.7306 | 1113452.6519 | 60941.0787 | 1149711.3968 | -155503.625 | 1305215.0218 |
Total P&L (%) | 1174.3937 | 1113.4527 | 60.9411 | 1149.7114 | -155.5036 | 1305.215 |
Avg Daily Profit (%) | 0.6241 | 0.5917 | 0.0324 | 0.1343 | 0 | 0.1405 |
Buy And Hold Return (%) | 264.4079 | 264.4079 | 264.4079 | 264.4079 | 264.4079 | 264.4079 |
Max Trade Drawdown | -74202 | -80465 | -68963 | -3479703 | -3634037 | -931549 |
Profit Factor | 3.8106 | 5.9861 | 1.3133 | 1.1199 | 0.9751 | 1.3892 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 50.7937 | 41.9355 | 59.375 | 50.7937 | 41.9355 | 59.375 |
Ratio Avg Win / Avg Loss | 3.6915 | 8.2885 | 0.8986 | 1.0849 | 1.3501 | 0.9505 |
Largest Winning Trade | 913894 | 913894 | 53281 | 1676248 | 1676248 | 959989 |
Largest Losing Trade | -53967 | -41519 | -53967 | -1508418 | -1508418 | -748014 |
Avg Bars in Trades | 109 | 148 | 71 | 109 | 148 | 71 |
Avg Bars in Winners | 161 | 270 | 86 | 161 | 270 | 86 |
Avg Bars in Losers | 55 | 59 | 49 | 55 | 59 | 49 |
Bars Traded | 6867 | 4588 | 2279 | 6867 | 4588 | 2279 |
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 | -134141 | 528951 | -315722 | -254782 | -582287 | -6246 |
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{ "first_band": { "type": "rma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 179, "offset": 0, "std": 3.35746 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 179, "offset": 0, "std": 3.35746 } } }
# | 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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