Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1798858.0036 | 1859839.6908 | -60981.6872 | 104935.2044 | 1012217.2069 | -907282.0025 |
Total P&L (%) | 1798.858 | 1859.8397 | -60.9817 | 104.9352 | 1012.2172 | -907.282 |
Avg Daily Profit (%) | 0.8136 | 0.8412 | -0.0276 | 0.0325 | 0.109 | 0 |
Buy And Hold Return (%) | 198.2327 | 198.2327 | 198.2327 | 198.2327 | 198.2327 | 198.2327 |
Max Trade Drawdown | -120099 | -68853 | -151498 | -1111677 | -228590 | -1003689 |
Profit Factor | 4.0493 | 10.6842 | 0.8467 | 1.0509 | 3.1746 | 0.4322 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 28.3582 | 32.3529 | 24.2424 | 28.3582 | 32.3529 | 24.2424 |
Ratio Avg Win / Avg Loss | 10.2298 | 22.3396 | 2.646 | 2.6548 | 6.6378 | 1.3505 |
Largest Winning Trade | 1846366 | 1846366 | 68988 | 1160629 | 1160629 | 209473 |
Largest Losing Trade | -58455 | -21635 | -58455 | -658985 | -116799 | -658985 |
Avg Bars in Trades | 57 | 22 | 93 | 57 | 22 | 93 |
Avg Bars in Winners | 151 | 48 | 291 | 151 | 48 | 291 |
Avg Bars in Losers | 20 | 9 | 29 | 20 | 9 | 29 |
Bars Traded | 3840 | 758 | 3082 | 3840 | 758 | 3082 |
Profit Streak | 0 | 0 | 288.0264 | 0 | 0 | 288.0264 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116015 | 544600 | -610590 | -615069 | -48838 | -611701 |
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{ "first_band": { "type": "bbu", "factors": { "length": 218, "offset": 0, "std": 1.42851 } }, "second_band": { "type": "fwma", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 218, "offset": 0, "std": 1.42851 } }, "second_band": { "type": "fwma", "factors": { "length": 123, "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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