Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1360196.5965 | 1388598.0881 | -28401.4915 | 184560.098 | -208422.4937 | 392982.5916 |
Total P&L (%) | 1360.1966 | 1388.5981 | -28.4015 | 184.5601 | -208.4225 | 392.9826 |
Avg Daily Profit (%) | 0.7619 | 0.7779 | -0.0159 | 0.0586 | 0 | 0.0894 |
Buy And Hold Return (%) | 366.5032 | 366.5032 | 366.5032 | 366.5032 | 366.5032 | 366.5032 |
Max Trade Drawdown | -99495 | -132262 | -179735 | -441395 | -836609 | -228398 |
Profit Factor | 2.8978 | 5.0986 | 0.9249 | 1.0785 | 0.8518 | 1.4155 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 40.2174 | 30.4348 | 50 | 40.2174 | 30.4348 | 50 |
Ratio Avg Win / Avg Loss | 4.3075 | 11.6539 | 0.9249 | 1.6031 | 1.9469 | 1.4155 |
Largest Winning Trade | 1242668 | 1242668 | 68257 | 322957 | 322957 | 261125 |
Largest Losing Trade | -56319 | -34610 | -56319 | -181672 | -181672 | -107929 |
Avg Bars in Trades | 114 | 102 | 127 | 114 | 102 | 127 |
Avg Bars in Winners | 185 | 193 | 181 | 185 | 193 | 181 |
Avg Bars in Losers | 66 | 62 | 72 | 66 | 62 | 72 |
Bars Traded | 10551 | 4705 | 5846 | 10551 | 4705 | 5846 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444081 | 392357 | -580704 | -417109 | -585535 | -216038 |
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{ "first_band": { "type": "bbm", "factors": { "length": 119, "offset": 0, "std": 1.1521 } }, "second_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 119, "offset": 0, "std": 1.1521 } }, "second_band": { "type": "wma", "factors": { "length": 90, "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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