Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3296502.8209 | 3391270.2932 | -94767.4723 | -75122.921 | 176497.4084 | -251620.3295 |
Total P&L (%) | 3296.5028 | 3391.2703 | -94.7675 | -75.1229 | 176.4974 | -251.6203 |
Avg Daily Profit (%) | 1.5823 | 1.6278 | -0.0455 | -0.0668 | 0.0488 | 0 |
Buy And Hold Return (%) | 46.88 | 46.88 | 46.88 | 46.88 | 46.88 | 46.88 |
Max Trade Drawdown | -266716 | -267335 | -113677 | -1607141 | -1438234 | -426469 |
Profit Factor | 3.6453 | 4.8808 | 0.7455 | 0.9811 | 1.0574 | 0.7196 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 37.1951 | 31.7073 | 42.6829 | 37.1951 | 31.7073 | 42.6829 |
Ratio Avg Win / Avg Loss | 6.1552 | 10.5124 | 1.0011 | 1.6566 | 2.2774 | 0.9664 |
Largest Winning Trade | 2989888 | 2989888 | 21231 | 1399586 | 1399586 | 128238 |
Largest Losing Trade | -65916 | -65916 | -30769 | -632048 | -632048 | -165315 |
Avg Bars in Trades | 149 | 256 | 42 | 149 | 256 | 42 |
Avg Bars in Winners | 192 | 388 | 45 | 192 | 388 | 45 |
Avg Bars in Losers | 124 | 194 | 39 | 124 | 194 | 39 |
Bars Traded | 24487 | 21009 | 3478 | 24487 | 21009 | 3478 |
Profit Streak | 0 | 0 | 53.3088 | 0 | 0 | 53.3088 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594939 | 360724 | -585852 | -582120 | -298019 | -587518 |
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{ "first_band": { "type": "pwma", "factors": { "length": 204, "offset": 55 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 4.53762 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 204, "offset": 55 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 4.53762 } } }
# | 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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