Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845600.5347 | 772215.1997 | 73385.335 | 1959548.7486 | 473239.0359 | 1486309.7127 |
Total P&L (%) | 845.6005 | 772.2152 | 73.3853 | 1959.5487 | 473.239 | 1486.3097 |
Avg Daily Profit (%) | 0.4488 | 0.4098 | 0.0389 | 0.1607 | 0.0927 | 0.1468 |
Buy And Hold Return (%) | 241.4036 | 241.4036 | 241.4036 | 241.4036 | 241.4036 | 241.4036 |
Max Trade Drawdown | -101288 | -80921 | -85783 | -3841702 | -2924017 | -1296939 |
Profit Factor | 2.3832 | 3.5197 | 1.2407 | 1.1611 | 1.0682 | 1.2846 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 40.5172 | 34.4828 | 46.5517 | 40.5172 | 34.4828 | 46.5517 |
Ratio Avg Win / Avg Loss | 3.4988 | 6.6873 | 1.4245 | 1.7046 | 2.0296 | 1.4749 |
Largest Winning Trade | 414712 | 414712 | 59400 | 2200430 | 2200430 | 965167 |
Largest Losing Trade | -41936 | -32050 | -41936 | -925442 | -925442 | -743457 |
Avg Bars in Trades | 95 | 87 | 102 | 95 | 87 | 102 |
Avg Bars in Winners | 144 | 144 | 145 | 144 | 144 | 145 |
Avg Bars in Losers | 61 | 57 | 65 | 61 | 57 | 65 |
Bars Traded | 11051 | 5086 | 5965 | 11051 | 5086 | 5965 |
Profit Streak | 0 | 0 | 51.549 | 0 | 0 | 51.549 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311762 | -172761 | -487764 | -37852 | -407092 | -178057 |
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 3.11966 } }, "second_band": { "type": "wma", "factors": { "length": 153, "offset": 0 } } }
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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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