Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756813.9696 | 701113.5075 | 55700.4621 | 5128.0354 | 189978.294 | -184850.2587 |
Total P&L (%) | 756.814 | 701.1135 | 55.7005 | 5.128 | 189.9783 | -184.8503 |
Avg Daily Profit (%) | 0.4707 | 0.436 | 0.0346 | 0.0031 | 0.0662 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208344 | -128094 | -163518 | -706342 | -228222 | -532816 |
Profit Factor | 1.8128 | 2.3838 | 1.1312 | 1.0033 | 1.2786 | 0.7867 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 61 | 23 | 38 | 61 | 23 | 38 |
Losing Trades | 93 | 54 | 39 | 93 | 54 | 39 |
Profitability (%) | 39.6104 | 29.8701 | 49.3506 | 39.6104 | 29.8701 | 49.3506 |
Ratio Avg Win / Avg Loss | 2.7638 | 5.5968 | 1.161 | 1.5296 | 3.0018 | 0.8074 |
Largest Winning Trade | 533246 | 533246 | 51723 | 290291 | 290291 | 147442 |
Largest Losing Trade | -70604 | -40488 | -70604 | -291234 | -91815 | -291234 |
Avg Bars in Trades | 123 | 113 | 133 | 123 | 113 | 133 |
Avg Bars in Winners | 214 | 226 | 207 | 214 | 226 | 207 |
Avg Bars in Losers | 63 | 66 | 60 | 63 | 66 | 60 |
Bars Traded | 19019 | 8768 | 10251 | 19019 | 8768 | 10251 |
Profit Streak | 51.1746 | 51.1746 | 59.8413 | 51.1746 | 51.1746 | 59.8413 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430919 | -35148 | -264984 | -572031 | -153178 | -622011 |
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{ "first_band": { "type": "bbm", "factors": { "length": 214, "offset": 0, "std": 3.1577 } }, "second_band": { "type": "wma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 214, "offset": 0, "std": 3.1577 } }, "second_band": { "type": "wma", "factors": { "length": 154, "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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