Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541525.222 | 1537538.1009 | 3987.1211 | 370233.1471 | 529731.8945 | -159498.7474 |
Total P&L (%) | 1541.5252 | 1537.5381 | 3.9871 | 370.2331 | 529.7319 | -159.4987 |
Avg Daily Profit (%) | 0.6794 | 0.6777 | 0.0018 | 0.0683 | 0.0811 | 0 |
Buy And Hold Return (%) | 326.1682 | 326.1682 | 326.1682 | 326.1682 | 326.1682 | 326.1682 |
Max Trade Drawdown | -155313 | -130449 | -62650 | -5296608 | -4290495 | -1314381 |
Profit Factor | 3.1742 | 3.9169 | 1.0219 | 1.0271 | 1.0523 | 0.9548 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 42.5532 | 38.2979 | 46.8085 | 42.5532 | 38.2979 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.2852 | 6.3105 | 1.1613 | 1.3866 | 1.6954 | 1.085 |
Largest Winning Trade | 1203031 | 1203031 | 29847 | 3621938 | 3621938 | 1055641 |
Largest Losing Trade | -49198 | -49198 | -33306 | -2199053 | -2199053 | -795922 |
Avg Bars in Trades | 141 | 251 | 31 | 141 | 251 | 31 |
Avg Bars in Winners | 182 | 361 | 35 | 182 | 361 | 35 |
Avg Bars in Losers | 112 | 183 | 29 | 112 | 183 | 29 |
Bars Traded | 13340 | 11838 | 1502 | 13340 | 11838 | 1502 |
Profit Streak | 0 | 0 | 58.5101 | 0 | 0 | 58.5101 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503265 | 470297 | -553254 | -418877 | -259904 | -579710 |
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{ "first_band": { "type": "pwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 84, "offset": 0, "std": 3.05396 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 84, "offset": 0, "std": 3.05396 } } }
# | 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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