Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384045.6332 | 382439.3967 | 1606.2364 | -36094.695 | -61663.613 | 25568.918 |
Total P&L (%) | 384.0456 | 382.4394 | 1.6062 | -36.0947 | -61.6636 | 25.5689 |
Avg Daily Profit (%) | 0.1679 | 0.1672 | 0.0007 | -0.0196 | -0.0419 | 0.01 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176082 | -208346 | -91544 | -404519 | -465693 | -148807 |
Profit Factor | 1.5091 | 1.772 | 1.0062 | 0.9713 | 0.9312 | 1.0709 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 46.6667 | 38.4615 | 54.717 | 46.6667 | 38.4615 | 54.717 |
Ratio Avg Win / Avg Loss | 1.7247 | 2.8352 | 0.8327 | 1.11 | 1.4899 | 0.8863 |
Largest Winning Trade | 255291 | 255291 | 45776 | 226619 | 226619 | 45905 |
Largest Losing Trade | -42333 | -42333 | -39239 | -187220 | -187220 | -58224 |
Avg Bars in Trades | 84 | 138 | 30 | 84 | 138 | 30 |
Avg Bars in Winners | 93 | 182 | 32 | 93 | 182 | 32 |
Avg Bars in Losers | 75 | 111 | 28 | 75 | 111 | 28 |
Bars Traded | 8834 | 7207 | 1627 | 8834 | 7207 | 1627 |
Profit Streak | 7.604 | 0 | 78.354 | 7.604 | 0 | 78.354 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341311 | -173841 | -751501 | -579450 | -763653 | -505688 |
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{ "first_band": { "type": "pwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 1.89248 } } }
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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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