Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860374.4256 | 687837.8769 | 172536.5487 | 1343181.7153 | -907947.1507 | 2251128.8661 |
Total P&L (%) | 860.3744 | 687.8379 | 172.5365 | 1343.1817 | -907.9472 | 2251.1289 |
Avg Daily Profit (%) | 0.4439 | 0.3549 | 0.089 | 0.1378 | 0 | 0.163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121942 | -136806 | -54459 | -3314475 | -4673481 | -1308773 |
Profit Factor | 2.2608 | 2.5341 | 1.7372 | 1.1002 | 0.9036 | 1.5634 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 47.4138 | 43.1034 | 51.7241 | 47.4138 | 43.1034 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.5074 | 3.345 | 1.6213 | 1.2202 | 1.1927 | 1.4592 |
Largest Winning Trade | 468298 | 468298 | 50116 | 3135622 | 3135622 | 959554 |
Largest Losing Trade | -32342 | -32342 | -25340 | -1259778 | -1259778 | -707941 |
Avg Bars in Trades | 94 | 127 | 61 | 94 | 127 | 61 |
Avg Bars in Winners | 115 | 169 | 69 | 115 | 169 | 69 |
Avg Bars in Losers | 75 | 95 | 51 | 75 | 95 | 51 |
Bars Traded | 10939 | 7388 | 3551 | 10939 | 7388 | 3551 |
Profit Streak | 0 | 0 | 51.3783 | 0 | 0 | 51.3783 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494202 | -168545 | -250097 | -119696 | -761848 | -169852 |
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{ "first_band": { "type": "pwma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 241, "offset": 0, "std": 2.47942 } } }
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# | 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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