Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242981.0432 | 36141.4603 | 206839.5829 | 224980.8052 | -97548.1532 | 322528.9584 |
Total P&L (%) | 242.981 | 36.1415 | 206.8396 | 224.9808 | -97.5482 | 322.529 |
Avg Daily Profit (%) | 0.1876 | 0.0279 | 0.1597 | 0.091 | -0.2859 | 0.1113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72861 | -56168 | -53764 | -386967 | -277341 | -301285 |
Profit Factor | 1.4809 | 1.1347 | 1.8729 | 1.1277 | 0.8974 | 1.3972 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 44.3478 | 40.3509 | 48.2759 | 44.3478 | 40.3509 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.8584 | 1.6774 | 2.0067 | 1.4151 | 1.3265 | 1.497 |
Largest Winning Trade | 47392 | 47392 | 45815 | 153199 | 153199 | 98191 |
Largest Losing Trade | -42747 | -17323 | -42747 | -171226 | -78739 | -171226 |
Avg Bars in Trades | 133 | 123 | 143 | 133 | 123 | 143 |
Avg Bars in Winners | 202 | 178 | 221 | 202 | 178 | 221 |
Avg Bars in Losers | 78 | 85 | 70 | 78 | 85 | 70 |
Bars Traded | 15342 | 7012 | 8330 | 15342 | 7012 | 8330 |
Profit Streak | 15.481 | 0 | 25.231 | 15.481 | 0 | 25.231 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306184 | -413222 | -169351 | -152830 | -762919 | -223863 |
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 1.67114 } }, "second_band": { "type": "wma", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 1.67114 } }, "second_band": { "type": "wma", "factors": { "length": 126, "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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