Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391499.6292 | 379356.7734 | 12142.8558 | 78735.1574 | 49297.1747 | 29437.9828 |
Total P&L (%) | 391.4996 | 379.3568 | 12.1429 | 78.7352 | 49.2972 | 29.438 |
Avg Daily Profit (%) | 0.2773 | 0.2687 | 0.0086 | 0.0411 | 0.0284 | 0.0183 |
Buy And Hold Return (%) | 12.5551 | 12.5551 | 12.5551 | 12.5551 | 12.5551 | 12.5551 |
Max Trade Drawdown | -159153 | -142738 | -67202 | -149697 | -137213 | -64517 |
Profit Factor | 1.5193 | 1.7595 | 1.0477 | 1.1108 | 1.1016 | 1.1306 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 120 | 67 | 53 | 120 | 67 | 53 |
Profitability (%) | 43.662 | 36.7925 | 50.4673 | 43.662 | 36.7925 | 50.4673 |
Ratio Avg Win / Avg Loss | 1.9604 | 3.0227 | 1.0283 | 1.4333 | 1.8926 | 1.1097 |
Largest Winning Trade | 176753 | 176753 | 22005 | 134303 | 134303 | 22315 |
Largest Losing Trade | -28889 | -25788 | -28889 | -57799 | -57799 | -28920 |
Avg Bars in Trades | 36 | 68 | 4 | 36 | 68 | 4 |
Avg Bars in Winners | 49 | 111 | 4 | 49 | 111 | 4 |
Avg Bars in Losers | 26 | 44 | 4 | 26 | 44 | 4 |
Bars Traded | 7799 | 7307 | 493 | 7799 | 7307 | 493 |
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 | 340822 | 220900 | -515055 | -238408 | -270264 | -249835 |
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{ "first_band": { "type": "rma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 4.5948 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 4.5948 } } }
# | 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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