Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68994.0023 | 34954.4691 | 34039.5331 | 77897.9429 | 25445.8548 | 52452.0881 |
Total P&L (%) | 68.994 | 34.9545 | 34.0395 | 77.8979 | 25.4459 | 52.4521 |
Avg Daily Profit (%) | 0.1503 | 0.0761 | 0.0741 | 0.1256 | 0.0494 | 0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27976 | -25119 | -20498 | -61531 | -55071 | -27323 |
Profit Factor | 1.3622 | 1.3678 | 1.3566 | 1.2801 | 1.1668 | 1.4178 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 287 | 142 | 145 | 287 | 142 | 145 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 79.2818 | 78.453 | 80.1105 | 79.2818 | 78.453 | 80.1105 |
Ratio Avg Win / Avg Loss | 0.356 | 0.3757 | 0.3368 | 0.3345 | 0.3205 | 0.352 |
Largest Winning Trade | 4305 | 3654 | 4305 | 6231 | 6231 | 5786 |
Largest Losing Trade | -25119 | -25119 | -20498 | -54906 | -54906 | -27323 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 80 | 71 | 89 | 80 | 71 | 89 |
Bars Traded | 10758 | 5219 | 5539 | 10758 | 5219 | 5539 |
Profit Streak | 594.5449 | 0 | 597.8783 | 594.5449 | 0 | 597.8783 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431599 | -91253 | -93169 | -21318 | -165616 | -67825 |
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{ "first_band": { "type": "fwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 87, "offset": 0, "std": 2.27224 } } }
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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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