Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286700.8623 | 57360.5592 | 229340.3031 | 413164.5641 | -24649.0464 | 437813.6104 |
Total P&L (%) | 286.7009 | 57.3606 | 229.3403 | 413.1646 | -24.649 | 437.8136 |
Avg Daily Profit (%) | 0.2205 | 0.0441 | 0.1764 | 0.1258 | -0.0218 | 0.1295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71788 | -75050 | -45296 | -243235 | -266875 | -250522 |
Profit Factor | 1.5405 | 1.1951 | 1.9704 | 1.23 | 0.9742 | 1.5199 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 43.9716 | 38.5714 | 49.2958 | 43.9716 | 38.5714 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.9629 | 1.9032 | 2.0267 | 1.5672 | 1.5515 | 1.5633 |
Largest Winning Trade | 58366 | 58366 | 47542 | 150965 | 150965 | 122303 |
Largest Losing Trade | -33329 | -14962 | -33329 | -202647 | -77363 | -202647 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 38 | 32 | 42 | 38 | 32 | 42 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 3835 | 1754 | 2081 | 3835 | 1754 | 2081 |
Profit Streak | 20.2987 | 0 | 59.632 | 20.2987 | 0 | 59.632 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335595 | -238311 | -74814 | -25379 | -676625 | -103628 |
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{ "first_band": { "type": "pwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 21, "offset": 2, "std": 4.87021 } } }
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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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