Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156332.2517 | 266836.3186 | -110504.0669 | -44963.3303 | 114894.182 | -159857.5123 |
Total P&L (%) | 156.3323 | 266.8363 | -110.5041 | -44.9633 | 114.8942 | -159.8575 |
Avg Daily Profit (%) | 0.1107 | 0.189 | -0.0783 | -0.0423 | 0.0542 | 0 |
Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
Max Trade Drawdown | -197823 | -83882 | -249868 | -550438 | -220610 | -566062 |
Profit Factor | 1.2038 | 2.4238 | 0.8094 | 0.9662 | 1.2941 | 0.8296 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 62 | 32 | 30 | 54 | 30 | 24 |
Losing Trades | 36 | 17 | 19 | 44 | 19 | 25 |
Profitability (%) | 63.2653 | 65.3061 | 61.2245 | 55.102 | 61.2245 | 48.9796 |
Ratio Avg Win / Avg Loss | 0.699 | 1.2876 | 0.5126 | 0.7872 | 0.8196 | 0.8642 |
Largest Winning Trade | 47937 | 47937 | 42547 | 141031 | 86820 | 141031 |
Largest Losing Trade | -152879 | -31363 | -152879 | -441000 | -79697 | -441000 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 32 | 31 | 34 | 38 | 35 | 42 |
Avg Bars in Losers | 54 | 48 | 60 | 43 | 40 | 46 |
Bars Traded | 4003 | 1827 | 2176 | 4003 | 1827 | 2176 |
Profit Streak | 482.2334 | 0 | 487.2334 | 482.2334 | 0 | 487.2334 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48188 | 410269 | -578642 | -579271 | -127730 | -580494 |
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{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 1.69903 } }, "second_band": { "type": "pwma", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 1.69903 } }, "second_band": { "type": "pwma", "factors": { "length": 131, "offset": 0 } } }
# | 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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