Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111462.0686 | 51794.555 | 59667.5136 | 1553.1558 | 18152.1435 | -16598.9877 |
Total P&L (%) | 111.4621 | 51.7946 | 59.6675 | 1.5532 | 18.1521 | -16.599 |
Avg Daily Profit (%) | 0.214 | 0.0994 | 0.1146 | 0.003 | 0.032 | -0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115175 | -19469 | -105703 | -165411 | -24707 | -158975 |
Profit Factor | 1.3457 | 1.9534 | 1.2226 | 1.0041 | 1.268 | 0.9463 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 63.0631 | 64.2857 | 61.8182 | 63.0631 | 64.2857 | 61.8182 |
Ratio Avg Win / Avg Loss | 0.7882 | 1.0852 | 0.7551 | 0.5881 | 0.7045 | 0.5845 |
Largest Winning Trade | 40657 | 11753 | 40657 | 27280 | 10206 | 27280 |
Largest Losing Trade | -71740 | -6239 | -71740 | -87908 | -10026 | -87908 |
Avg Bars in Trades | 222 | 29 | 418 | 222 | 29 | 418 |
Avg Bars in Winners | 180 | 29 | 340 | 180 | 29 | 340 |
Avg Bars in Losers | 293 | 28 | 544 | 293 | 28 | 544 |
Bars Traded | 24644 | 1639 | 23005 | 24644 | 1639 | 23005 |
Profit Streak | 45.0686 | 57.8603 | 45.0686 | 45.0686 | 57.8603 | 45.0686 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344133 | -235750 | -220350 | -569177 | -336920 | -758326 |
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{ "first_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 4.47124 } }, "second_band": { "type": "pwma", "factors": { "length": 210, "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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