Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11838271.3416 | 11914499.5233 | -76228.1817 | 967222.4047 | 1851957.0898 | -884734.6851 |
Total P&L (%) | 11838.2713 | 11914.4995 | -76.2282 | 967.2224 | 1851.9571 | -884.7347 |
Avg Daily Profit (%) | 6.3761 | 6.4171 | -0.0411 | 0.1276 | 0.1602 | 0 |
Buy And Hold Return (%) | 6749.3902 | 6749.3902 | 6749.3902 | 6749.3902 | 6749.3902 | 6749.3902 |
Max Trade Drawdown | -241425 | -222998 | -118237 | -4755338 | -4275546 | -994635 |
Profit Factor | 19.1812 | 30.6839 | 0.6948 | 1.1165 | 1.3303 | 0.6719 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 38.3178 | 33.9623 | 42.5926 | 38.3178 | 33.9623 | 42.5926 |
Ratio Avg Win / Avg Loss | 30.877 | 59.6631 | 0.9364 | 1.7973 | 2.5867 | 0.9056 |
Largest Winning Trade | 11512886 | 11512886 | 21002 | 4930796 | 4930796 | 263524 |
Largest Losing Trade | -56696 | -56696 | -29175 | -1248558 | -1248558 | -558484 |
Avg Bars in Trades | 183 | 335 | 34 | 183 | 335 | 34 |
Avg Bars in Winners | 279 | 599 | 29 | 279 | 599 | 29 |
Avg Bars in Losers | 124 | 200 | 39 | 124 | 200 | 39 |
Bars Traded | 19670 | 17788 | 1882 | 19670 | 17788 | 1882 |
Profit Streak | 162.7979 | 0 | 171.4645 | 162.7979 | 0 | 171.4645 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441466 | -170551 | -763132 | -282986 | -343270 | -763132 |
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{ "first_band": { "type": "rma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 53, "offset": 0, "std": 4.45841 } } }
# | 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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