Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397898.5355 | 343109.6999 | 54788.8356 | 97147.1369 | 585644.7808 | -488497.644 |
Total P&L (%) | 397.8985 | 343.1097 | 54.7888 | 97.1471 | 585.6448 | -488.4976 |
Avg Daily Profit (%) | 0.1689 | 0.1456 | 0.0233 | 0.0288 | 0.0817 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128929 | -85243 | -56348 | -2347134 | -1594960 | -926170 |
Profit Factor | 1.6369 | 1.8521 | 1.2467 | 1.0202 | 1.1982 | 0.7378 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 61.8182 | 63.6364 | 60 | 61.8182 | 63.6364 | 60 |
Ratio Avg Win / Avg Loss | 1.011 | 1.0584 | 0.8311 | 0.6301 | 0.6847 | 0.4919 |
Largest Winning Trade | 121660 | 121660 | 33013 | 1149298 | 1149298 | 350114 |
Largest Losing Trade | -77111 | -77111 | -25416 | -1350796 | -1350796 | -636516 |
Avg Bars in Trades | 60 | 111 | 10 | 60 | 111 | 10 |
Avg Bars in Winners | 37 | 61 | 12 | 37 | 61 | 12 |
Avg Bars in Losers | 98 | 197 | 7 | 98 | 197 | 7 |
Bars Traded | 6685 | 6118 | 567 | 6685 | 6118 | 567 |
Profit Streak | 82.1145 | 86.1145 | 82.1145 | 82.1145 | 86.1145 | 82.1145 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436681 | -173956 | -342645 | -351614 | -265319 | -758701 |
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{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 3.1264 } }, "second_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } } }
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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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