Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574086.0705 | 458868.5065 | 115217.564 | 754283.694 | 267679.3167 | 486604.3773 |
Total P&L (%) | 574.0861 | 458.8685 | 115.2176 | 754.2837 | 267.6793 | 486.6044 |
Avg Daily Profit (%) | 0.3548 | 0.2836 | 0.0712 | 0.1327 | 0.0805 | 0.1094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132606 | -118552 | -155811 | -819211 | -989748 | -363584 |
Profit Factor | 1.7423 | 2.1855 | 1.2982 | 1.1799 | 1.1107 | 1.2742 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 40.9091 | 36.3636 | 45.4545 | 40.9091 | 36.3636 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5166 | 3.8247 | 1.5579 | 1.7043 | 1.9437 | 1.529 |
Largest Winning Trade | 198461 | 198461 | 48797 | 516282 | 516282 | 338713 |
Largest Losing Trade | -36089 | -36089 | -34679 | -292518 | -292518 | -247627 |
Avg Bars in Trades | 144 | 142 | 146 | 144 | 142 | 146 |
Avg Bars in Winners | 235 | 260 | 216 | 235 | 260 | 216 |
Avg Bars in Losers | 81 | 74 | 88 | 81 | 74 | 88 |
Bars Traded | 19060 | 9384 | 9676 | 19060 | 9384 | 9676 |
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 | 341215 | -117267 | -222901 | -40238 | -312898 | -172124 |
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{ "first_band": { "type": "sma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 2.47861 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 2.47861 } } }
# | 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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