Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168488.4241 | 970971.5965 | 197516.8275 | 4214279.4385 | 2230832.7519 | 1983446.6865 |
Total P&L (%) | 1168.4884 | 970.9716 | 197.5168 | 4214.2794 | 2230.8328 | 1983.4467 |
Avg Daily Profit (%) | 0.5047 | 0.4194 | 0.0853 | 0.1627 | 0.1361 | 0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141010 | -111018 | -171090 | -17514647 | -13186654 | -4327993 |
Profit Factor | 2.0091 | 2.6515 | 1.3465 | 1.1249 | 1.1111 | 1.1452 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 44 | 40 | 48 | 44 | 40 | 48 |
Ratio Avg Win / Avg Loss | 2.557 | 3.9773 | 1.4587 | 1.4317 | 1.6666 | 1.2406 |
Largest Winning Trade | 489783 | 489783 | 59162 | 12272631 | 12272631 | 2485485 |
Largest Losing Trade | -45701 | -45701 | -37936 | -3246824 | -3246824 | -2256908 |
Avg Bars in Trades | 68 | 64 | 72 | 68 | 64 | 72 |
Avg Bars in Winners | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 13736 | 6450 | 7286 | 13736 | 6450 | 7286 |
Profit Streak | 36.713 | 36.713 | 38.8797 | 36.713 | 36.713 | 38.8797 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509898 | 408172 | -79197 | -75715 | -111751 | -78720 |
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{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 3.55028 } }, "second_band": { "type": "wma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 3.55028 } }, "second_band": { "type": "wma", "factors": { "length": 42, "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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