Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145750.0374 | 37614.976 | 108135.0614 | 255898.6136 | 81541.3996 | 174357.214 |
Total P&L (%) | 145.75 | 37.615 | 108.1351 | 255.8986 | 81.5414 | 174.3572 |
Avg Daily Profit (%) | 0.5597 | 0.1444 | 0.4152 | 0.4887 | 0.2292 | 0.3883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26850 | -11451 | -21513 | -68199 | -40795 | -54199 |
Profit Factor | 2.1079 | 1.6886 | 2.4056 | 1.8211 | 1.6342 | 1.9524 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 69.1358 | 63.4146 | 75 | 69.1358 | 63.4146 | 75 |
Ratio Avg Win / Avg Loss | 0.941 | 0.9742 | 0.8019 | 0.813 | 0.9428 | 0.6508 |
Largest Winning Trade | 30730 | 11496 | 30730 | 41375 | 27702 | 41375 |
Largest Losing Trade | -13372 | -8462 | -13372 | -38585 | -30314 | -38585 |
Avg Bars in Trades | 297 | 152 | 446 | 297 | 152 | 446 |
Avg Bars in Winners | 233 | 134 | 318 | 233 | 134 | 318 |
Avg Bars in Losers | 442 | 184 | 829 | 442 | 184 | 829 |
Bars Traded | 24126 | 6267 | 17859 | 24126 | 6267 | 17859 |
Profit Streak | 0 | 0 | 14.7379 | 0 | 0 | 14.7379 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2988 | -1853 | 528810 | -4149 | 308403 | 489035 |
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{ "first_band": { "type": "bbu", "factors": { "length": 123, "offset": 0, "std": 2.49763 } }, "second_band": { "type": "wma", "factors": { "length": 218, "offset": 215 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 123, "offset": 0, "std": 2.49763 } }, "second_band": { "type": "wma", "factors": { "length": 218, "offset": 215 } } }
# | 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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