Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728795.3511 | 724217.5335 | 4577.8176 | -8147.0187 | -113572.6627 | 105425.644 |
Total P&L (%) | 728.7954 | 724.2175 | 4.5778 | -8.147 | -113.5727 | 105.4256 |
Avg Daily Profit (%) | 0.3806 | 0.3782 | 0.0024 | -0.0044 | 0 | 0.0376 |
Buy And Hold Return (%) | 33.1337 | 33.1337 | 33.1337 | 33.1337 | 33.1337 | 33.1337 |
Max Trade Drawdown | -207113 | -195504 | -21968 | -794647 | -733957 | -72440 |
Profit Factor | 2.138 | 2.3979 | 1.0374 | 0.9948 | 0.9143 | 1.4401 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 37.6238 | 32 | 43.1373 | 37.6238 | 32 | 43.1373 |
Ratio Avg Win / Avg Loss | 3.5446 | 5.0954 | 1.3675 | 1.6493 | 1.943 | 1.8983 |
Largest Winning Trade | 641970 | 641970 | 14130 | 330054 | 330054 | 65409 |
Largest Losing Trade | -45722 | -45722 | -12318 | -253199 | -253199 | -50832 |
Avg Bars in Trades | 223 | 434 | 17 | 223 | 434 | 17 |
Avg Bars in Winners | 343 | 794 | 15 | 343 | 794 | 15 |
Avg Bars in Losers | 151 | 265 | 18 | 151 | 265 | 18 |
Bars Traded | 22613 | 21728 | 884 | 22613 | 21728 | 884 |
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 | 327750 | -172926 | -717196 | -582544 | -765055 | -326008 |
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{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 180, "offset": 0, "std": 2.87028 } } }
# | 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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