Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1955246.3941 | 1769945.8768 | 185300.5173 | 10305708.311 | 1476086.1831 | 8829622.1279 |
Total P&L (%) | 1955.2464 | 1769.9459 | 185.3005 | 10305.7083 | 1476.0862 | 8829.6221 |
Avg Daily Profit (%) | 1.0533 | 0.9535 | 0.0998 | 0.2505 | 0.1487 | 0.2423 |
Buy And Hold Return (%) | 76.5372 | 76.5372 | 76.5372 | 76.5372 | 76.5372 | 76.5372 |
Max Trade Drawdown | -62457 | -63426 | -50724 | -4015063 | -3678804 | -2661937 |
Profit Factor | 6.3503 | 9.866 | 2.1175 | 1.6616 | 1.1696 | 2.2841 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 31.8681 | 23.913 | 40 | 31.8681 | 23.913 | 40 |
Ratio Avg Win / Avg Loss | 13.5766 | 31.3919 | 3.1763 | 3.5524 | 3.7216 | 3.4261 |
Largest Winning Trade | 1578582 | 1578582 | 63693 | 3347754 | 3347754 | 2612365 |
Largest Losing Trade | -24301 | -15310 | -24301 | -1826925 | -965035 | -1826925 |
Avg Bars in Trades | 58 | 49 | 66 | 58 | 49 | 66 |
Avg Bars in Winners | 138 | 149 | 132 | 138 | 149 | 132 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 5295 | 2289 | 3006 | 5295 | 2289 | 3006 |
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 | 543802 | -12982 | -63589 | 173100 | -61790 | 321284 |
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 2.09392 } }, "second_band": { "type": "fwma", "factors": { "length": 49, "offset": 0 } } }
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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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