Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884676.4178 | 782411.9345 | 102264.4833 | 7054440.5052 | 7302356.3155 | -247915.8103 |
Total P&L (%) | 884.6764 | 782.4119 | 102.2645 | 7054.4405 | 7302.3563 | -247.9158 |
Avg Daily Profit (%) | 0.3538 | 0.3129 | 0.0409 | 0.1709 | 0.1723 | 0 |
Buy And Hold Return (%) | 670.8197 | 670.8197 | 670.8197 | 670.8197 | 670.8197 | 670.8197 |
Max Trade Drawdown | -66036 | -52437 | -72529 | -4609079 | -3233570 | -1510627 |
Profit Factor | 2.1284 | 2.8908 | 1.2762 | 1.6033 | 1.9838 | 0.942 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 47.4178 | 43.9252 | 50.9434 | 47.4178 | 43.9252 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.3602 | 3.6904 | 1.229 | 1.7779 | 2.5325 | 0.9071 |
Largest Winning Trade | 338391 | 338391 | 40159 | 5621017 | 5621017 | 1088640 |
Largest Losing Trade | -35356 | -18820 | -35356 | -1532477 | -1532477 | -611460 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 7307 | 3561 | 3745 | 7307 | 3561 | 3745 |
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 | -53084 | -102133 | -304261 | 393648 | 321776 | -580927 |
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{ "first_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 2.65577 } }, "second_band": { "type": "wma", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 2.65577 } }, "second_band": { "type": "wma", "factors": { "length": 74, "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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