Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779506.6678 | 642156.2122 | 137350.4557 | 1302495.4445 | 877625.5347 | 424869.9098 |
Total P&L (%) | 779.5067 | 642.1562 | 137.3505 | 1302.4954 | 877.6255 | 424.8699 |
Avg Daily Profit (%) | 0.3235 | 0.2665 | 0.057 | 0.1097 | 0.0947 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168200 | -93186 | -163966 | -538982 | -620343 | -756020 |
Profit Factor | 2.0925 | 2.8678 | 1.3715 | 1.3448 | 1.4791 | 1.2183 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 43.9252 | 41.5094 | 46.2963 | 43.9252 | 41.5094 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.6712 | 4.041 | 1.5909 | 1.7168 | 2.0842 | 1.4133 |
Largest Winning Trade | 272743 | 272743 | 66766 | 452513 | 452513 | 319734 |
Largest Losing Trade | -56275 | -32434 | -56275 | -398826 | -180028 | -398826 |
Avg Bars in Trades | 87 | 80 | 94 | 87 | 80 | 94 |
Avg Bars in Winners | 133 | 118 | 146 | 133 | 118 | 146 |
Avg Bars in Losers | 51 | 53 | 49 | 51 | 53 | 49 |
Bars Traded | 9355 | 4264 | 5091 | 9355 | 4264 | 5091 |
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 | 395802 | -169275 | -296656 | -46768 | -247219 | -282929 |
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{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 4.31752 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 4.31752 } } }
# | 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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