Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850544.4783 | 651219.6949 | 199324.7834 | 1121766.6178 | 834208.9212 | 287557.6967 |
Total P&L (%) | 850.5445 | 651.2197 | 199.3248 | 1121.7666 | 834.2089 | 287.5577 |
Avg Daily Profit (%) | 0.571 | 0.4372 | 0.1338 | 0.1682 | 0.1501 | 0.091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123085 | -118989 | -55870 | -1922226 | -1280970 | -1074339 |
Profit Factor | 2.0534 | 2.4789 | 1.543 | 1.1712 | 1.2425 | 1.0924 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 66 | 26 | 40 | 66 | 26 | 40 |
Losing Trades | 96 | 55 | 41 | 96 | 55 | 41 |
Profitability (%) | 40.7407 | 32.0988 | 49.3827 | 40.7407 | 32.0988 | 49.3827 |
Ratio Avg Win / Avg Loss | 2.9867 | 5.2438 | 1.5815 | 1.7035 | 2.6283 | 1.1197 |
Largest Winning Trade | 435173 | 435173 | 67665 | 1384735 | 1384735 | 716818 |
Largest Losing Trade | -37598 | -23388 | -37598 | -773925 | -553129 | -773925 |
Avg Bars in Trades | 109 | 93 | 124 | 109 | 93 | 124 |
Avg Bars in Winners | 170 | 145 | 186 | 170 | 145 | 186 |
Avg Bars in Losers | 67 | 69 | 64 | 67 | 69 | 64 |
Bars Traded | 17713 | 7608 | 10105 | 17713 | 7608 | 10105 |
Profit Streak | 0 | 0 | 23.0382 | 0 | 0 | 23.0382 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444950 | -4130 | -23360 | -26130 | -10464 | -202085 |
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 2.46571 } }, "second_band": { "type": "wma", "factors": { "length": 142, "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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