Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1556512.3636 | 1647419.2787 | -90906.9151 | -17359.4762 | 76447.872 | -93807.3482 |
Total P&L (%) | 1556.5124 | 1647.4193 | -90.9069 | -17.3595 | 76.4479 | -93.8073 |
Avg Daily Profit (%) | 0.6902 | 0.7305 | -0.0403 | -0.0085 | 0.0252 | -0.1233 |
Buy And Hold Return (%) | 265.7963 | 265.7963 | 265.7963 | 265.7963 | 265.7963 | 265.7963 |
Max Trade Drawdown | -240872 | -172134 | -149114 | -1694205 | -1329490 | -757725 |
Profit Factor | 2.4027 | 3.8134 | 0.8266 | 0.9963 | 1.0319 | 0.9584 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 44.7059 | 40 | 49.4118 | 44.7059 | 40 | 49.4118 |
Ratio Avg Win / Avg Loss | 2.9717 | 5.72 | 0.8462 | 1.2322 | 1.5479 | 0.9812 |
Largest Winning Trade | 1431936 | 1431936 | 37380 | 1048928 | 1048928 | 368659 |
Largest Losing Trade | -47536 | -47536 | -30044 | -440385 | -428674 | -440385 |
Avg Bars in Trades | 51 | 70 | 32 | 51 | 70 | 32 |
Avg Bars in Winners | 66 | 101 | 38 | 66 | 101 | 38 |
Avg Bars in Losers | 38 | 49 | 26 | 38 | 49 | 26 |
Bars Traded | 8748 | 5954 | 2793 | 8748 | 5954 | 2793 |
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 | 535447 | 530866 | -581333 | -580279 | -513541 | -581333 |
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 2.58931 } } }
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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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