Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396272.6402 | 378580.8417 | 17691.7985 | 26105.8797 | 482229.8703 | -456123.9906 |
Total P&L (%) | 396.2726 | 378.5808 | 17.6918 | 26.1059 | 482.2299 | -456.124 |
Avg Daily Profit (%) | 0.1687 | 0.1612 | 0.0075 | 0.0099 | 0.075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116328 | -65658 | -158257 | -766433 | -282603 | -747386 |
Profit Factor | 1.5542 | 2.1807 | 1.0449 | 1.0113 | 1.4929 | 0.6556 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 52.459 | 49.1803 | 55.7377 | 52.459 | 49.1803 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.4085 | 2.2534 | 0.8297 | 0.9165 | 1.5427 | 0.5206 |
Largest Winning Trade | 228049 | 228049 | 65584 | 477384 | 477384 | 112543 |
Largest Losing Trade | -56721 | -56721 | -54764 | -281039 | -281039 | -223178 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
Bars Traded | 6825 | 3122 | 3703 | 6825 | 3122 | 3703 |
Profit Streak | 0 | 0 | 75.0967 | 0 | 0 | 75.0967 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346789 | -150560 | -523564 | -392177 | -252396 | -740293 |
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 4.2185 } }, "second_band": { "type": "pwma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 4.2185 } }, "second_band": { "type": "pwma", "factors": { "length": 63, "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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