Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918476.4093 | 850681.8703 | 67794.539 | 382878.0884 | 202556.7137 | 180321.3747 |
Total P&L (%) | 918.4764 | 850.6819 | 67.7945 | 382.8781 | 202.5567 | 180.3214 |
Avg Daily Profit (%) | 0.3966 | 0.3673 | 0.0293 | 0.068 | 0.0478 | 0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192344 | -102917 | -215487 | -1178117 | -966307 | -564091 |
Profit Factor | 1.5777 | 2.0372 | 1.0881 | 1.0874 | 1.0847 | 1.0908 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 225 | 116 | 109 | 225 | 116 | 109 |
Profitability (%) | 33.8235 | 31.7647 | 35.8824 | 33.8235 | 31.7647 | 35.8824 |
Ratio Avg Win / Avg Loss | 3.0868 | 4.3763 | 1.9443 | 2.1276 | 2.33 | 1.9491 |
Largest Winning Trade | 488754 | 488754 | 59657 | 830231 | 830231 | 166782 |
Largest Losing Trade | -30229 | -21808 | -30229 | -233471 | -233471 | -164830 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 6746 | 3201 | 3545 | 6746 | 3201 | 3545 |
Profit Streak | 13.686 | 0 | 14.686 | 13.686 | 0 | 14.686 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323092 | 246997 | -280743 | -229004 | -261826 | -257312 |
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{ "first_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 2.78348 } }, "second_band": { "type": "fwma", "factors": { "length": 179, "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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