Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260951.1072 | 86934.5669 | 174016.5402 | -687718.3926 | -96970.2689 | -590748.1237 |
Total P&L (%) | 260.9511 | 86.9346 | 174.0165 | -687.7184 | -96.9703 | -590.7481 |
Avg Daily Profit (%) | 0.1572 | 0.0524 | 0.1049 | 0 | -0.2105 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191084 | -40445 | -187377 | -1409847 | -274923 | -1246964 |
Profit Factor | 1.3635 | 1.3524 | 1.3692 | 0.7914 | 0.8967 | 0.7495 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 88 | 42 | 46 | 56 | 32 | 24 |
Losing Trades | 56 | 30 | 26 | 88 | 40 | 48 |
Profitability (%) | 61.1111 | 58.3333 | 63.8889 | 38.8889 | 44.4444 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.8677 | 0.966 | 0.7739 | 1.2436 | 1.1208 | 1.4989 |
Largest Winning Trade | 61392 | 25493 | 61392 | 746483 | 73827 | 746483 |
Largest Losing Trade | -163931 | -21545 | -163931 | -379221 | -74131 | -379221 |
Avg Bars in Trades | 67 | 28 | 106 | 67 | 28 | 106 |
Avg Bars in Winners | 59 | 31 | 84 | 74 | 25 | 140 |
Avg Bars in Losers | 80 | 24 | 145 | 62 | 30 | 89 |
Bars Traded | 9709 | 2028 | 7681 | 9709 | 2028 | 7681 |
Profit Streak | 22.1 | 0 | 93.2667 | 0 | 29.7667 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303507 | -202049 | -130144 | -583051 | -659912 | -665050 |
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{ "first_band": { "type": "bbu", "factors": { "length": 227, "offset": 0, "std": 2.44222 } }, "second_band": { "type": "wma", "factors": { "length": 170, "offset": 0 } } }
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# | 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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