Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471429.6533 | 314727.4417 | 156702.2116 | 592609.8303 | -565976.4202 | 1158586.2505 |
Total P&L (%) | 471.4297 | 314.7274 | 156.7022 | 592.6098 | -565.9764 | 1158.5863 |
Avg Daily Profit (%) | 0.2461 | 0.1643 | 0.0818 | 0.1011 | 0 | 0.1323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105748 | -73582 | -60230 | -2606705 | -1965732 | -1048937 |
Profit Factor | 1.9999 | 2.079 | 1.8717 | 1.1021 | 0.856 | 1.6176 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 56.0606 | 45.4545 | 66.6667 | 56.0606 | 45.4545 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5675 | 2.4948 | 0.9358 | 0.8638 | 1.0272 | 0.8088 |
Largest Winning Trade | 197399 | 197399 | 58886 | 836237 | 836237 | 749401 |
Largest Losing Trade | -60230 | -34697 | -60230 | -1144765 | -1144765 | -1048937 |
Avg Bars in Trades | 54 | 61 | 47 | 54 | 61 | 47 |
Avg Bars in Winners | 67 | 77 | 60 | 67 | 77 | 60 |
Avg Bars in Losers | 38 | 48 | 22 | 38 | 48 | 22 |
Bars Traded | 3612 | 2037 | 1575 | 3612 | 2037 | 1575 |
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 | -115898 | 341142 | -80819 | -295255 | -580903 | -13566 |
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{ "first_band": { "type": "bbm", "factors": { "length": 98, "offset": 0, "std": 3.35352 } }, "second_band": { "type": "wma", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 98, "offset": 0, "std": 3.35352 } }, "second_band": { "type": "wma", "factors": { "length": 148, "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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