Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550862.3947 | 532842.5875 | 18019.8072 | 139647.7757 | 89886.7781 | 49760.9976 |
Total P&L (%) | 550.8624 | 532.8426 | 18.0198 | 139.6478 | 89.8868 | 49.761 |
Avg Daily Profit (%) | 0.2644 | 0.2558 | 0.0087 | 0.042 | 0.0308 | 0.0194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92671 | -87844 | -25247 | -775426 | -857506 | -152517 |
Profit Factor | 2.3187 | 2.4356 | 1.3871 | 1.0551 | 1.0388 | 1.227 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 52.3077 | 53.125 | 51.5152 | 52.3077 | 53.125 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.1141 | 2.149 | 1.3055 | 0.962 | 0.9166 | 1.1548 |
Largest Winning Trade | 319336 | 319336 | 11347 | 721812 | 721812 | 62066 |
Largest Losing Trade | -73576 | -73576 | -8881 | -694051 | -694051 | -70890 |
Avg Bars in Trades | 351 | 706 | 7 | 351 | 706 | 7 |
Avg Bars in Winners | 284 | 561 | 8 | 284 | 561 | 8 |
Avg Bars in Losers | 424 | 870 | 6 | 424 | 870 | 6 |
Bars Traded | 22840 | 22592 | 248 | 22840 | 22592 | 248 |
Profit Streak | 81.1192 | 0 | 143.0358 | 81.1192 | 0 | 143.0358 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122139 | 487003 | -187455 | -433620 | -330900 | -167261 |
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{ "first_band": { "type": "bbl", "factors": { "length": 44, "offset": 0, "std": 1.04784 } }, "second_band": { "type": "wma", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 44, "offset": 0, "std": 1.04784 } }, "second_band": { "type": "wma", "factors": { "length": 85, "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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