Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686449.2195 | 693096.1037 | -6646.8842 | 208292.9097 | 569401.6402 | -361108.7305 |
Total P&L (%) | 686.4492 | 693.0961 | -6.6469 | 208.2929 | 569.4016 | -361.1087 |
Avg Daily Profit (%) | 0.3728 | 0.3764 | -0.0036 | 0.0612 | 0.1033 | 0 |
Buy And Hold Return (%) | 137.7195 | 137.7195 | 137.7195 | 137.7195 | 137.7195 | 137.7195 |
Max Trade Drawdown | -104795 | -93392 | -84499 | -1156656 | -781884 | -754678 |
Profit Factor | 2.1555 | 3.3585 | 0.9779 | 1.0452 | 1.2539 | 0.8473 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 36.9863 | 37.8378 | 36.1111 | 36.9863 | 37.8378 | 36.1111 |
Ratio Avg Win / Avg Loss | 3.6724 | 5.5175 | 1.7301 | 1.7807 | 2.0599 | 1.4991 |
Largest Winning Trade | 609533 | 609533 | 43114 | 694856 | 694856 | 380438 |
Largest Losing Trade | -49145 | -30187 | -49145 | -475344 | -341958 | -475344 |
Avg Bars in Trades | 47 | 45 | 50 | 47 | 45 | 50 |
Avg Bars in Winners | 86 | 83 | 89 | 86 | 83 | 89 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 3495 | 1690 | 1805 | 3495 | 1690 | 1805 |
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 | -69070 | 357525 | -583403 | -372432 | -60575 | -584514 |
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{ "first_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 4.05552 } }, "second_band": { "type": "wma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 4.05552 } }, "second_band": { "type": "wma", "factors": { "length": 28, "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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