Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1740150.8142 | 1790095.1038 | -49944.2897 | 111965.827 | 923861.1843 | -811895.3573 |
Total P&L (%) | 1740.1508 | 1790.0951 | -49.9443 | 111.9658 | 923.8612 | -811.8954 |
Avg Daily Profit (%) | 0.7676 | 0.7896 | -0.022 | 0.0331 | 0.1027 | 0 |
Buy And Hold Return (%) | 188.9336 | 188.9336 | 188.9336 | 188.9336 | 188.9336 | 188.9336 |
Max Trade Drawdown | -225024 | -140230 | -227693 | -1277218 | -509722 | -948914 |
Profit Factor | 2.8471 | 5.1235 | 0.9017 | 1.047 | 1.9727 | 0.4333 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 36.5854 | 32.2581 | 40.9836 | 36.5854 | 32.2581 | 40.9836 |
Ratio Avg Win / Avg Loss | 4.935 | 10.7594 | 1.2984 | 1.8148 | 4.1426 | 0.624 |
Largest Winning Trade | 1588259 | 1588259 | 52630 | 1259173 | 1259173 | 161469 |
Largest Losing Trade | -59395 | -29930 | -59395 | -411029 | -337319 | -411029 |
Avg Bars in Trades | 106 | 102 | 109 | 106 | 102 | 109 |
Avg Bars in Winners | 189 | 196 | 184 | 189 | 196 | 184 |
Avg Bars in Losers | 57 | 58 | 57 | 57 | 58 | 57 |
Bars Traded | 13046 | 6366 | 6680 | 13046 | 6366 | 6680 |
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 | 483605 | -140394 | -744575 | -487004 | -214547 | -746242 |
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{ "first_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 1.66162 } }, "second_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 1.66162 } }, "second_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } } }
# | 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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