Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256658.4309 | 274478.7961 | -17820.3651 | 43049.929 | 334614.822 | -291564.8931 |
Total P&L (%) | 256.6584 | 274.4788 | -17.8204 | 43.0499 | 334.6148 | -291.5649 |
Avg Daily Profit (%) | 0.1503 | 0.1608 | -0.0104 | 0.021 | 0.0861 | 0 |
Buy And Hold Return (%) | 80.1568 | 80.1568 | 80.1568 | 80.1568 | 80.1568 | 80.1568 |
Max Trade Drawdown | -129853 | -60365 | -101985 | -667080 | -268122 | -549714 |
Profit Factor | 1.6894 | 2.7534 | 0.9174 | 1.0229 | 1.4329 | 0.737 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.0317 | 48.3871 | 43.75 | 46.0317 | 48.3871 | 43.75 |
Ratio Avg Win / Avg Loss | 1.9806 | 2.937 | 1.1795 | 1.1992 | 1.5284 | 0.9476 |
Largest Winning Trade | 243141 | 243141 | 39101 | 338212 | 338212 | 210004 |
Largest Losing Trade | -56077 | -36658 | -56077 | -214404 | -186318 | -214404 |
Avg Bars in Trades | 74 | 70 | 79 | 74 | 70 | 79 |
Avg Bars in Winners | 100 | 82 | 120 | 100 | 82 | 120 |
Avg Bars in Losers | 52 | 58 | 47 | 52 | 58 | 47 |
Bars Traded | 4711 | 2172 | 2539 | 4711 | 2172 | 2539 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145077 | 328994 | -581574 | -678522 | -78740 | -583240 |
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{ "first_band": { "type": "pwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 2.85656 } } }
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# | 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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