Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513341.1671 | 596742.2048 | -83401.0377 | -94207.9478 | 42382.7549 | -136590.7027 |
Total P&L (%) | 513.3412 | 596.7422 | -83.401 | -94.2079 | 42.3828 | -136.5907 |
Avg Daily Profit (%) | 0.2368 | 0.2753 | -0.0385 | -0.1313 | 0.0163 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -320463 | -264744 | -110368 | -466608 | -318688 | -151625 |
Profit Factor | 1.6247 | 1.9657 | 0.5909 | 0.8997 | 1.0593 | 0.3913 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 43.1373 | 35.2941 | 50.9804 | 43.1373 | 35.2941 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.1416 | 3.6037 | 0.5681 | 1.1859 | 1.9421 | 0.3762 |
Largest Winning Trade | 767353 | 767353 | 15755 | 417020 | 417020 | 19508 |
Largest Losing Trade | -47377 | -47377 | -19536 | -173345 | -173345 | -54217 |
Avg Bars in Trades | 83 | 151 | 14 | 83 | 151 | 14 |
Avg Bars in Winners | 94 | 211 | 14 | 94 | 211 | 14 |
Avg Bars in Losers | 74 | 119 | 15 | 74 | 119 | 15 |
Bars Traded | 8507 | 7744 | 763 | 8507 | 7744 | 763 |
Profit Streak | 7.9946 | 7.9946 | 174.2446 | 7.9946 | 7.9946 | 174.2446 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382876 | -172227 | -759045 | -579904 | -511894 | -759045 |
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{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 4.12633 } } }
# | 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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