Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600374.9245 | 593743.0551 | 6631.8695 | 233369.2796 | 286535.505 | -53166.2254 |
Total P&L (%) | 600.3749 | 593.7431 | 6.6319 | 233.3693 | 286.5355 | -53.1662 |
Avg Daily Profit (%) | 0.3274 | 0.3238 | 0.0036 | 0.0657 | 0.0738 | -0.0414 |
Buy And Hold Return (%) | 148.3838 | 148.3838 | 148.3838 | 148.3838 | 148.3838 | 148.3838 |
Max Trade Drawdown | -126497 | -109907 | -98547 | -240271 | -161513 | -214808 |
Profit Factor | 2.3849 | 4.2271 | 1.0266 | 1.3355 | 2.0938 | 0.8774 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 40.3509 | 34.4828 | 46.4286 | 40.3509 | 34.4828 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.5255 | 8.0314 | 1.1845 | 1.9743 | 3.9782 | 1.0124 |
Largest Winning Trade | 508487 | 508487 | 47296 | 224632 | 224632 | 176409 |
Largest Losing Trade | -44538 | -44538 | -37434 | -159660 | -103029 | -159660 |
Avg Bars in Trades | 122 | 120 | 125 | 122 | 120 | 125 |
Avg Bars in Winners | 194 | 192 | 196 | 194 | 192 | 196 |
Avg Bars in Losers | 74 | 83 | 63 | 74 | 83 | 63 |
Bars Traded | 7010 | 3504 | 3506 | 7010 | 3504 | 3506 |
Profit Streak | 77.4057 | 79.9057 | 0 | 77.4057 | 79.9057 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171205 | 308563 | -567497 | -296247 | -103360 | -601555 |
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{ "first_band": { "type": "pwma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 3.98301 } } }
# | 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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