Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2744437.888 | 2708140.8048 | 36297.0832 | 2545587.2943 | 8046616.1746 | -5501028.8803 |
Total P&L (%) | 2744.4379 | 2708.1408 | 36.2971 | 2545.5873 | 8046.6162 | -5501.0289 |
Avg Daily Profit (%) | 1.2362 | 1.2199 | 0.0164 | 0.1477 | 0.1984 | 0 |
Buy And Hold Return (%) | 978.0766 | 978.0766 | 978.0766 | 978.0766 | 978.0766 | 978.0766 |
Max Trade Drawdown | -141560 | -90835 | -100519 | -11636383 | -6973759 | -6251749 |
Profit Factor | 3.794 | 6.9117 | 1.0692 | 1.0588 | 1.3987 | 0.7621 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Profitability (%) | 34.0517 | 34.4828 | 33.6207 | 34.0517 | 34.4828 | 33.6207 |
Ratio Avg Win / Avg Loss | 7.3479 | 13.1323 | 2.1111 | 2.0506 | 2.6575 | 1.5046 |
Largest Winning Trade | 2452385 | 2452385 | 48684 | 13446910 | 13446910 | 1891311 |
Largest Losing Trade | -46743 | -34473 | -46743 | -4337852 | -4337852 | -3854149 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 112 | 101 | 123 | 112 | 101 | 123 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 13104 | 6340 | 6764 | 13104 | 6340 | 6764 |
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 | 438608 | 448625 | -486642 | -158725 | 127501 | -584615 |
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{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 2.05153 } }, "second_band": { "type": "pwma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 2.05153 } }, "second_band": { "type": "pwma", "factors": { "length": 10, "offset": 0 } } }
# | 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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