Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182918.5608 | 160144.9489 | 22773.612 | 61181.5571 | 1712.9375 | 59468.6196 |
Total P&L (%) | 182.9186 | 160.1449 | 22.7736 | 61.1816 | 1.7129 | 59.4686 |
Avg Daily Profit (%) | 0.1756 | 0.1537 | 0.0219 | 0.0458 | 0.0016 | 0.0448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110332 | -106319 | -5485 | -408427 | -396581 | -15453 |
Profit Factor | 1.7128 | 1.6641 | 2.4714 | 1.082 | 1.0024 | 2.6916 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 57.377 | 50 | 64.5161 | 57.377 | 50 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.2724 | 1.6641 | 1.3593 | 0.8038 | 1.0024 | 1.4804 |
Largest Winning Trade | 73251 | 73251 | 5135 | 205023 | 205023 | 18412 |
Largest Losing Trade | -59856 | -59856 | -4321 | -261420 | -261420 | -11501 |
Avg Bars in Trades | 376 | 758 | 7 | 376 | 758 | 7 |
Avg Bars in Winners | 233 | 535 | 7 | 233 | 535 | 7 |
Avg Bars in Losers | 568 | 981 | 6 | 568 | 981 | 6 |
Bars Traded | 22961 | 22742 | 219 | 22961 | 22742 | 219 |
Profit Streak | 33.6393 | 0 | 184.7643 | 33.6393 | 0 | 184.7643 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154954 | 371891 | -161313 | -428759 | -574333 | -126230 |
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{ "first_band": { "type": "bbl", "factors": { "length": 34, "offset": 0, "std": 4.01084 } }, "second_band": { "type": "wma", "factors": { "length": 129, "offset": 0 } } }
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# | 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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