Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85451.2051 | 51316.2603 | 34134.9449 | 81358.0465 | 70199.8483 | 11158.1982 |
Total P&L (%) | 85.4512 | 51.3163 | 34.1349 | 81.358 | 70.1998 | 11.1582 |
Avg Daily Profit (%) | 0.6152 | 0.3694 | 0.2457 | 0.4295 | 0.3836 | 0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37966 | -25526 | -31142 | -58202 | -24961 | -62100 |
Profit Factor | 1.3816 | 1.4916 | 1.2855 | 1.2966 | 1.654 | 1.0668 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 66.6667 | 68.0556 | 65.2778 | 66.6667 | 68.0556 | 65.2778 |
Ratio Avg Win / Avg Loss | 0.6908 | 0.7001 | 0.6838 | 0.6483 | 0.7763 | 0.5675 |
Largest Winning Trade | 13876 | 13876 | 11573 | 14615 | 13920 | 14615 |
Largest Losing Trade | -29408 | -14439 | -29408 | -58202 | -12626 | -58202 |
Avg Bars in Trades | 90 | 89 | 92 | 90 | 89 | 92 |
Avg Bars in Winners | 69 | 69 | 70 | 69 | 69 | 70 |
Avg Bars in Losers | 132 | 132 | 133 | 132 | 132 | 133 |
Bars Traded | 13085 | 6423 | 6662 | 13085 | 6423 | 6662 |
Profit Streak | 138.3531 | 138.3531 | 139.5198 | 138.3531 | 138.3531 | 139.5198 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444834 | -69826 | -74001 | 368999 | -67693 | -447265 |
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{ "first_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 2.49447 } }, "second_band": { "type": "wma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 2.49447 } }, "second_band": { "type": "wma", "factors": { "length": 145, "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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