Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142667.9335 | 190953.4001 | -48285.4666 | -73017.5638 | 318941.5348 | -391959.0986 |
Total P&L (%) | 142.6679 | 190.9534 | -48.2855 | -73.0176 | 318.9415 | -391.9591 |
Avg Daily Profit (%) | 0.1178 | 0.1576 | -0.0399 | -0.1081 | 0.1183 | 0 |
Buy And Hold Return (%) | 24.7687 | 24.7687 | 24.7687 | 24.7687 | 24.7687 | 24.7687 |
Max Trade Drawdown | -226425 | -98876 | -177086 | -550794 | -75620 | -492021 |
Profit Factor | 1.2795 | 1.8723 | 0.8344 | 0.8926 | 4.0873 | 0.3199 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 55.4054 | 54.0541 | 56.7568 | 55.4054 | 54.0541 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.0298 | 1.5914 | 0.6357 | 0.7184 | 3.4742 | 0.2437 |
Largest Winning Trade | 125121 | 125121 | 37606 | 250441 | 250441 | 56534 |
Largest Losing Trade | -80475 | -33696 | -80475 | -456075 | -28362 | -456075 |
Avg Bars in Trades | 94 | 105 | 83 | 94 | 105 | 83 |
Avg Bars in Winners | 91 | 106 | 77 | 91 | 106 | 77 |
Avg Bars in Losers | 98 | 104 | 91 | 98 | 104 | 91 |
Bars Traded | 7001 | 3901 | 3100 | 7001 | 3901 | 3100 |
Profit Streak | 45.3242 | 65.8242 | 45.3242 | 45.3242 | 65.8242 | 45.3242 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103016 | 443343 | -579340 | -647157 | -26400 | -579340 |
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{ "first_band": { "type": "bbm", "factors": { "length": 164, "offset": 0, "std": 1.14279 } }, "second_band": { "type": "wma", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 164, "offset": 0, "std": 1.14279 } }, "second_band": { "type": "wma", "factors": { "length": 215, "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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