Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656016.7673 | 460611.9471 | 195404.8202 | 2548334.2106 | -1075476.1198 | 3623810.3304 |
Total P&L (%) | 656.0168 | 460.6119 | 195.4048 | 2548.3342 | -1075.4761 | 3623.8103 |
Avg Daily Profit (%) | 0.3317 | 0.2329 | 0.0988 | 0.1658 | 0 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117773 | -131414 | -104630 | -3642117 | -3841997 | -691075 |
Profit Factor | 2.1352 | 2.4528 | 1.7491 | 1.269 | 0.8497 | 2.5625 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 61.7021 | 57.4468 | 65.9574 | 61.7021 | 57.4468 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.3253 | 1.8169 | 0.9028 | 0.7876 | 0.6294 | 1.3226 |
Largest Winning Trade | 130846 | 130846 | 43884 | 1769652 | 1769652 | 1370124 |
Largest Losing Trade | -59503 | -59503 | -41928 | -2673040 | -2673040 | -684968 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 45 | 50 | 42 | 45 | 50 | 42 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 3819 | 1999 | 1819 | 3819 | 1999 | 1819 |
Profit Streak | 0 | 0 | 648.7413 | 0 | 0 | 648.7413 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499726 | 490425 | -57408 | 278668 | -579731 | 531908 |
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{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 167, "offset": 0, "std": 4.46212 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 167, "offset": 0, "std": 4.46212 } } }
# | 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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