Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297474.9496 | 300872.1736 | -3397.224 | -93778.811 | 258563.5821 | -352342.3931 |
Total P&L (%) | 297.475 | 300.8722 | -3.3972 | -93.7788 | 258.5636 | -352.3424 |
Avg Daily Profit (%) | 0.2012 | 0.2035 | -0.0023 | -0.1877 | 0.0864 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287824 | -165165 | -209774 | -693903 | -396413 | -792978 |
Profit Factor | 1.2405 | 1.4832 | 0.9945 | 0.9628 | 1.2409 | 0.7566 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 50.8929 | 45.5357 | 56.25 | 50.8929 | 45.5357 | 56.25 |
Ratio Avg Win / Avg Loss | 1.197 | 1.774 | 0.7735 | 0.929 | 1.4843 | 0.5885 |
Largest Winning Trade | 347151 | 347151 | 33296 | 351968 | 351968 | 99010 |
Largest Losing Trade | -82075 | -44262 | -82075 | -375294 | -153431 | -375294 |
Avg Bars in Trades | 13 | 14 | 11 | 13 | 14 | 11 |
Avg Bars in Winners | 13 | 15 | 12 | 13 | 15 | 12 |
Avg Bars in Losers | 12 | 14 | 9 | 12 | 14 | 9 |
Bars Traded | 2920 | 1651 | 1269 | 2920 | 1651 | 1269 |
Profit Streak | 32.5826 | 32.5826 | 38.5826 | 32.5826 | 32.5826 | 38.5826 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376294 | 332902 | -578515 | -577677 | -78596 | -578515 |
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{ "first_band": { "type": "bbm", "factors": { "length": 182, "offset": 0, "std": 2.90546 } }, "second_band": { "type": "wma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 182, "offset": 0, "std": 2.90546 } }, "second_band": { "type": "wma", "factors": { "length": 29, "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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