Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502279.6307 | 421968.9299 | 80310.7007 | 202063.0253 | -457665.7986 | 659728.8239 |
Total P&L (%) | 502.2796 | 421.9689 | 80.3107 | 202.063 | -457.6658 | 659.7288 |
Avg Daily Profit (%) | 0.2667 | 0.2241 | 0.0427 | 0.0587 | 0 | 0.1077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131717 | -124497 | -50444 | -1613939 | -1769114 | -295049 |
Profit Factor | 2.1686 | 2.4093 | 1.6159 | 1.0541 | 0.8503 | 1.9693 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 54.2373 | 51.7241 | 56.6667 | 54.2373 | 51.7241 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.8298 | 2.2486 | 1.2357 | 0.8894 | 0.7936 | 1.5059 |
Largest Winning Trade | 339804 | 339804 | 23071 | 1135647 | 1135647 | 312670 |
Largest Losing Trade | -55914 | -55914 | -28590 | -747513 | -747513 | -153712 |
Avg Bars in Trades | 59 | 109 | 11 | 59 | 109 | 11 |
Avg Bars in Winners | 35 | 61 | 12 | 35 | 61 | 12 |
Avg Bars in Losers | 87 | 159 | 9 | 87 | 159 | 9 |
Bars Traded | 3496 | 3161 | 335 | 3496 | 3161 | 335 |
Profit Streak | 67.4547 | 0 | 125.9547 | 67.4547 | 0 | 125.9547 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165658 | 453076 | -132330 | -455632 | -580609 | -43325 |
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{ "first_band": { "type": "pwma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 1.19273 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 1.19273 } } }
# | 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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