Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139784.8807 | 436593.6084 | -296808.7277 | -99472.1991 | -47488.4306 | -51983.7685 |
Total P&L (%) | 139.7849 | 436.5936 | -296.8087 | -99.4722 | -47.4884 | -51.9838 |
Avg Daily Profit (%) | 0.0593 | 0.1851 | -0.1258 | -0.2221 | -0.0273 | -0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -327362 | -210248 | -377817 | -198495 | -95855 | -102640 |
Profit Factor | 1.1363 | 2.0861 | 0.5241 | 0.6233 | 0.6789 | 0.5525 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 16 | 19 | 35 | 15 | 20 |
Losing Trades | 43 | 23 | 20 | 43 | 24 | 19 |
Profitability (%) | 44.8718 | 41.0256 | 48.7179 | 44.8718 | 38.4615 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.396 | 2.9987 | 0.5517 | 0.7658 | 1.0863 | 0.5249 |
Largest Winning Trade | 564333 | 564333 | 68546 | 39441 | 39165 | 39441 |
Largest Losing Trade | -147030 | -69042 | -147030 | -65679 | -65679 | -36652 |
Avg Bars in Trades | 56 | 45 | 67 | 56 | 45 | 67 |
Avg Bars in Winners | 63 | 34 | 88 | 66 | 30 | 93 |
Avg Bars in Losers | 50 | 53 | 47 | 48 | 54 | 39 |
Bars Traded | 4403 | 1781 | 2622 | 4403 | 1781 | 2622 |
Profit Streak | 48.8099 | 48.8099 | 67.8099 | 48.8099 | 48.8099 | 67.8099 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -223752 | 307917 | -580286 | -620132 | -583015 | -579621 |
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{ "first_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 2.21981 } }, "second_band": { "type": "pwma", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 2.21981 } }, "second_band": { "type": "pwma", "factors": { "length": 55, "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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