Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84646.8291 | 9938.7222 | 74708.1069 | 88377.427 | 1947.2406 | 86430.1864 |
Total P&L (%) | 84.6468 | 9.9387 | 74.7081 | 88.3774 | 1.9472 | 86.4302 |
Avg Daily Profit (%) | 0.325 | 0.0382 | 0.2869 | 0.2435 | 0.0074 | 0.2395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75171 | -34076 | -56582 | -204570 | -88274 | -156036 |
Profit Factor | 1.2865 | 1.0693 | 1.4916 | 1.1278 | 1.0059 | 1.2374 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 54.251 | 53.2258 | 55.2846 | 54.251 | 53.2258 | 55.2846 |
Ratio Avg Win / Avg Loss | 1.0849 | 0.9396 | 1.2065 | 0.951 | 0.884 | 1.0008 |
Largest Winning Trade | 13670 | 11810 | 13670 | 25976 | 18648 | 25976 |
Largest Losing Trade | -25565 | -9447 | -25565 | -74590 | -19719 | -74590 |
Avg Bars in Trades | 99 | 40 | 158 | 99 | 40 | 158 |
Avg Bars in Winners | 85 | 37 | 130 | 85 | 37 | 130 |
Avg Bars in Losers | 116 | 43 | 192 | 116 | 43 | 192 |
Bars Traded | 24518 | 5035 | 19483 | 24518 | 5035 | 19483 |
Profit Streak | 3.0835 | 3.2293 | 3.0835 | 3.0835 | 3.2293 | 3.0835 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321923 | -455390 | 273992 | -73401 | -566042 | 203478 |
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{ "first_band": { "type": "bbu", "factors": { "length": 212, "offset": 86, "std": 2.49719 } }, "second_band": { "type": "pwma", "factors": { "length": 211, "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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