Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896792.9335 | 983528.6747 | -86735.7412 | -56328.2137 | 891175.9934 | -947504.2071 |
Total P&L (%) | 896.7929 | 983.5287 | -86.7357 | -56.3282 | 891.176 | -947.5042 |
Avg Daily Profit (%) | 0.3869 | 0.4243 | -0.0374 | -0.0357 | 0.099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -311523 | -194996 | -137424 | -3375346 | -1643983 | -1759297 |
Profit Factor | 2.1434 | 3.0865 | 0.7228 | 0.988 | 1.3344 | 0.5361 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 50.6667 | 51.3514 | 50 | 50.6667 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 2.087 | 2.924 | 0.7228 | 0.962 | 1.2642 | 0.5361 |
Largest Winning Trade | 613113 | 613113 | 28890 | 1703058 | 1703058 | 445804 |
Largest Losing Trade | -88103 | -88103 | -32945 | -993364 | -993364 | -512646 |
Avg Bars in Trades | 53 | 99 | 8 | 53 | 99 | 8 |
Avg Bars in Winners | 24 | 39 | 9 | 24 | 39 | 9 |
Avg Bars in Losers | 82 | 161 | 7 | 82 | 161 | 7 |
Bars Traded | 3995 | 3669 | 326 | 3995 | 3669 | 326 |
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 | -47479 | 577167 | -580487 | -641969 | -59912 | -580487 |
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{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 2.74766 } }, "second_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 2.74766 } }, "second_band": { "type": "wma", "factors": { "length": 107, "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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