Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1677960.1168 | 1631468.7454 | 46491.3714 | 35245656.7827 | 33916375.8664 | 1329280.9163 |
Total P&L (%) | 1677.9601 | 1631.4687 | 46.4914 | 35245.6568 | 33916.3759 | 1329.2809 |
Avg Daily Profit (%) | 0.9008 | 0.8759 | 0.025 | 0.3155 | 0.3135 | 0.1429 |
Buy And Hold Return (%) | 7337.455 | 7337.455 | 7337.455 | 7337.455 | 7337.455 | 7337.455 |
Max Trade Drawdown | -135974 | -67928 | -130438 | -14263664 | -9880450 | -11275080 |
Profit Factor | 4.5982 | 8.5077 | 1.1867 | 1.8103 | 2.6433 | 1.0581 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 41.8605 | 44.186 | 39.5349 | 41.8605 | 44.186 | 39.5349 |
Ratio Avg Win / Avg Loss | 6.3864 | 10.7466 | 1.8149 | 2.5143 | 3.3389 | 1.6183 |
Largest Winning Trade | 695715 | 695715 | 60412 | 12876712 | 12876712 | 9750585 |
Largest Losing Trade | -45666 | -45666 | -40030 | -6885635 | -4155555 | -6885635 |
Avg Bars in Trades | 121 | 129 | 114 | 121 | 129 | 114 |
Avg Bars in Winners | 223 | 249 | 194 | 223 | 249 | 194 |
Avg Bars in Losers | 49 | 35 | 61 | 49 | 35 | 61 |
Bars Traded | 10488 | 5582 | 4906 | 10488 | 5582 | 4906 |
Profit Streak | 0 | 74.0295 | 0 | 0 | 74.0295 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147959 | -145669 | -343373 | 288559 | 386206 | -327111 |
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{ "first_band": { "type": "linreg", "factors": { "length": 142, "offset": 133 } }, "second_band": { "type": "bbm", "factors": { "length": 9, "offset": 0, "std": 4.77438 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 142, "offset": 133 } }, "second_band": { "type": "bbm", "factors": { "length": 9, "offset": 0, "std": 4.77438 } } }
# | 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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