Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5740164.4829 | 5940930.111 | -200765.6281 | -48097.7083 | 53793.3395 | -101891.0478 |
Total P&L (%) | 5740.1645 | 5940.9301 | -200.7656 | -48.0977 | 53.7933 | -101.891 |
Avg Daily Profit (%) | 2.9227 | 3.0249 | -0.1022 | -0.0334 | 0.0219 | 0 |
Buy And Hold Return (%) | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 |
Max Trade Drawdown | -290610 | -106988 | -231387 | -82073 | -26091 | -89380 |
Profit Factor | 10.2209 | 22.0453 | 0.4099 | 0.8182 | 1.5121 | 0.3614 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 29.4118 | 35.2941 | 23.5294 | 29.4118 | 35.2941 | 23.5294 |
Ratio Avg Win / Avg Loss | 24.5302 | 40.4164 | 1.3322 | 1.9637 | 2.7721 | 1.1744 |
Largest Winning Trade | 6087279 | 6087279 | 60803 | 115921 | 115921 | 21739 |
Largest Losing Trade | -49133 | -47123 | -49133 | -39671 | -18584 | -39671 |
Avg Bars in Trades | 55 | 65 | 45 | 55 | 65 | 45 |
Avg Bars in Winners | 116 | 131 | 93 | 116 | 131 | 93 |
Avg Bars in Losers | 29 | 29 | 30 | 29 | 29 | 30 |
Bars Traded | 3756 | 2220 | 1536 | 3756 | 2220 | 1536 |
Profit Streak | 0 | 0 | 606.3401 | 0 | 0 | 606.3401 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103852 | 530540 | -614091 | -702148 | -332604 | -614091 |
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{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 195, "offset": 0, "std": 2.14257 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 195, "offset": 0, "std": 2.14257 } } }
# | 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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