Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185088.8347 | 1215223.0897 | -30134.255 | -36993.5275 | 12950.6473 | -49944.1747 |
Total P&L (%) | 1185.0888 | 1215.2231 | -30.1343 | -36.9935 | 12.9506 | -49.9442 |
Avg Daily Profit (%) | 0.6188 | 0.6346 | -0.0157 | -0.0241 | 0.0064 | -0.0361 |
Buy And Hold Return (%) | 45.8012 | 45.8012 | 45.8012 | 45.8012 | 45.8012 | 45.8012 |
Max Trade Drawdown | -261789 | -184399 | -99815 | -2014678 | -1178833 | -919900 |
Profit Factor | 2.7321 | 4.4628 | 0.9096 | 0.9901 | 1.008 | 0.9762 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 44.3609 | 39.3939 | 49.2537 | 44.3609 | 39.3939 | 49.2537 |
Ratio Avg Win / Avg Loss | 3.4267 | 6.8659 | 0.9371 | 1.2418 | 1.5507 | 1.0058 |
Largest Winning Trade | 1345294 | 1345294 | 36949 | 1167929 | 1167929 | 560568 |
Largest Losing Trade | -44917 | -44917 | -37068 | -736575 | -364837 | -736575 |
Avg Bars in Trades | 55 | 77 | 33 | 55 | 77 | 33 |
Avg Bars in Winners | 61 | 100 | 31 | 61 | 100 | 31 |
Avg Bars in Losers | 50 | 62 | 35 | 50 | 62 | 35 |
Bars Traded | 7388 | 5117 | 2272 | 7388 | 5117 | 2272 |
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 | 539640 | -109429 | -697748 | -580951 | -689323 | -696081 |
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{ "first_band": { "type": "sma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 4.95437 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 4.95437 } } }
# | 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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