Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865526.8357 | 1079854.1483 | -214327.3125 | -96336.0677 | 138801.1324 | -235137.2001 |
Total P&L (%) | 865.5268 | 1079.8541 | -214.3273 | -96.3361 | 138.8011 | -235.1372 |
Avg Daily Profit (%) | 0.3834 | 0.4783 | -0.0949 | -0.1464 | 0.0386 | 0 |
Buy And Hold Return (%) | 208.0537 | 208.0537 | 208.0537 | 208.0537 | 208.0537 | 208.0537 |
Max Trade Drawdown | -313450 | -122773 | -349407 | -242905 | -60377 | -292294 |
Profit Factor | 1.6837 | 2.9653 | 0.7008 | 0.8018 | 1.9002 | 0.2912 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 36.8984 | 35.1064 | 38.7097 | 36.8984 | 35.1064 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.8794 | 5.4813 | 1.1097 | 1.3711 | 3.5125 | 0.4611 |
Largest Winning Trade | 1070721 | 1070721 | 50700 | 116214 | 116214 | 27116 |
Largest Losing Trade | -75954 | -38592 | -75954 | -185626 | -60377 | -185626 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 6602 | 3208 | 3394 | 6602 | 3208 | 3394 |
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 | 237569 | 316000 | -583807 | -583227 | -309654 | -585474 |
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{ "first_band": { "type": "pwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 4.47806 } } }
# | 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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