Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757902.4255 | 619726.6292 | 138175.7963 | 1252000.4879 | -10783.1582 | 1262783.6461 |
Total P&L (%) | 757.9024 | 619.7266 | 138.1758 | 1252.0005 | -10.7832 | 1262.7836 |
Avg Daily Profit (%) | 0.3271 | 0.2675 | 0.0596 | 0.1125 | -0.0049 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113559 | -83107 | -273422 | -3408354 | -2843706 | -1282863 |
Profit Factor | 1.3707 | 1.6498 | 1.1267 | 1.0808 | 0.9987 | 1.1703 |
Total Trades | 539 | 269 | 270 | 539 | 269 | 270 |
Winning Trades | 199 | 89 | 110 | 199 | 89 | 110 |
Losing Trades | 340 | 180 | 160 | 340 | 180 | 160 |
Profitability (%) | 36.9202 | 33.0855 | 40.7407 | 36.9202 | 33.0855 | 40.7407 |
Ratio Avg Win / Avg Loss | 2.3419 | 3.3366 | 1.6388 | 1.8466 | 2.0198 | 1.7023 |
Largest Winning Trade | 186046 | 186046 | 58768 | 717096 | 717096 | 702085 |
Largest Losing Trade | -27927 | -16430 | -27927 | -652341 | -564874 | -652341 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4561 | 2196 | 2365 | 4561 | 2196 | 2365 |
Profit Streak | 13.562 | 0 | 15.562 | 13.562 | 0 | 15.562 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336973 | 226451 | -195243 | -174338 | -583448 | -75935 |
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{ "first_band": { "type": "bbm", "factors": { "length": 9, "offset": 0, "std": 4.20132 } }, "second_band": { "type": "fwma", "factors": { "length": 62, "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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