Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1515293.5 | 1448098.2779 | 67195.222 | 1337992.956 | -34519.2507 | 1372512.2067 |
Total P&L (%) | 1515.2935 | 1448.0983 | 67.1952 | 1337.993 | -34.5193 | 1372.5122 |
Avg Daily Profit (%) | 0.8003 | 0.7648 | 0.0355 | 0.1409 | -0.0224 | 0.1422 |
Buy And Hold Return (%) | 217.8089 | 217.8089 | 217.8089 | 217.8089 | 217.8089 | 217.8089 |
Max Trade Drawdown | -113414 | -76226 | -54868 | -1867796 | -1620197 | -591340 |
Profit Factor | 4.1004 | 5.8501 | 1.3533 | 1.2321 | 0.9919 | 1.9222 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 46.9136 | 41.4634 | 52.5 | 46.9136 | 41.4634 | 52.5 |
Ratio Avg Win / Avg Loss | 4.64 | 8.259 | 1.2245 | 1.3942 | 1.4004 | 1.7392 |
Largest Winning Trade | 1182654 | 1182654 | 58581 | 1171649 | 1171649 | 462871 |
Largest Losing Trade | -34600 | -34408 | -34600 | -799843 | -799843 | -588945 |
Avg Bars in Trades | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Winners | 92 | 88 | 96 | 92 | 88 | 96 |
Avg Bars in Losers | 44 | 40 | 49 | 44 | 40 | 49 |
Bars Traded | 5434 | 2466 | 2968 | 5434 | 2466 | 2968 |
Profit Streak | 0 | 0 | 38.1686 | 0 | 0 | 38.1686 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 100619 | 639556 | -309956 | -22903 | -582395 | 44372 |
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{ "first_band": { "type": "pwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 146, "offset": 0, "std": 3.02644 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 146, "offset": 0, "std": 3.02644 } } }
# | 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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