Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508330.952 | 450772.2175 | 57558.7345 | -74349.0175 | -21720.6027 | -52628.4148 |
Total P&L (%) | 508.331 | 450.7722 | 57.5587 | -74.349 | -21.7206 | -52.6284 |
Avg Daily Profit (%) | 0.262 | 0.2324 | 0.0297 | -0.0701 | -0.0126 | -0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116751 | -107551 | -95711 | -106562 | -64364 | -87364 |
Profit Factor | 1.8271 | 2.435 | 1.1916 | 0.7505 | 0.8345 | 0.6844 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 48.5714 | 40 | 57.1429 | 48.5714 | 40 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.9346 | 3.6525 | 0.8937 | 0.7947 | 1.2518 | 0.5133 |
Largest Winning Trade | 380106 | 380106 | 58942 | 52581 | 52581 | 21083 |
Largest Losing Trade | -95711 | -37802 | -95711 | -83682 | -22879 | -83682 |
Avg Bars in Trades | 51 | 61 | 42 | 51 | 61 | 42 |
Avg Bars in Winners | 61 | 80 | 48 | 61 | 80 | 48 |
Avg Bars in Losers | 42 | 49 | 33 | 42 | 49 | 33 |
Bars Traded | 3632 | 2161 | 1471 | 3632 | 2161 | 1471 |
Profit Streak | 40.0356 | 117.0356 | 0 | 40.0356 | 117.0356 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86750 | 345490 | -164613 | -679563 | -582051 | -579861 |
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{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 1.44735 } } }
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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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