Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68458.1826 | 45321.0343 | 23137.1483 | 51797.4471 | 58238.0792 | -6440.6321 |
Total P&L (%) | 68.4582 | 45.321 | 23.1371 | 51.7974 | 58.2381 | -6.4406 |
Avg Daily Profit (%) | 0.4928 | 0.3263 | 0.1666 | 0.3009 | 0.3309 | -0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50182 | -11367 | -50353 | -70584 | -14518 | -86907 |
Profit Factor | 1.3267 | 1.6131 | 1.1706 | 1.1942 | 1.6973 | 0.9649 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 65.9574 | 64.7887 | 67.1429 | 65.9574 | 64.7887 | 67.1429 |
Ratio Avg Win / Avg Loss | 0.6848 | 0.8767 | 0.5729 | 0.6163 | 0.9225 | 0.4722 |
Largest Winning Trade | 12674 | 10245 | 12674 | 14107 | 14107 | 11434 |
Largest Losing Trade | -32666 | -11279 | -32666 | -46709 | -13059 | -46709 |
Avg Bars in Trades | 91 | 48 | 134 | 91 | 48 | 134 |
Avg Bars in Winners | 68 | 40 | 94 | 68 | 40 | 94 |
Avg Bars in Losers | 135 | 62 | 215 | 135 | 62 | 215 |
Bars Traded | 12857 | 3441 | 9415 | 12857 | 3441 | 9415 |
Profit Streak | 126.5857 | 126.5857 | 134.0753 | 126.5857 | 126.5857 | 134.0753 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367963 | -78751 | -124276 | 9624 | -77583 | -673101 |
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{ "first_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 3.25834 } }, "second_band": { "type": "pwma", "factors": { "length": 236, "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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