Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243778.306 | 82476.607 | 161301.699 | 146570.0171 | -276474.3247 | 423044.3418 |
Total P&L (%) | 243.7783 | 82.4766 | 161.3017 | 146.57 | -276.4743 | 423.0443 |
Avg Daily Profit (%) | 0.2358 | 0.0798 | 0.156 | 0.0873 | 0 | 0.1601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78605 | -87341 | -39541 | -365862 | -471929 | -190177 |
Profit Factor | 1.4601 | 1.2677 | 1.7275 | 1.0727 | 0.7571 | 1.4812 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 48.3051 | 44.0678 | 52.5424 | 48.3051 | 44.0678 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.5626 | 1.609 | 1.5603 | 1.1479 | 0.9609 | 1.3379 |
Largest Winning Trade | 140879 | 140879 | 38273 | 175489 | 175489 | 115955 |
Largest Losing Trade | -31052 | -22744 | -31052 | -190177 | -133674 | -190177 |
Avg Bars in Trades | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 40 | 44 | 37 | 40 | 44 | 37 |
Bars Traded | 6001 | 3038 | 2963 | 6001 | 3038 | 2963 |
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 | 351155 | -264442 | -165831 | -217329 | -759765 | -167879 |
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{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 225, "offset": 0, "std": 3.15659 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 225, "offset": 0, "std": 3.15659 } } }
# | 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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