Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406088.522 | 357193.7624 | 48894.7596 | 220334.4269 | 154343.8554 | 65990.5715 |
Total P&L (%) | 406.0885 | 357.1938 | 48.8948 | 220.3344 | 154.3439 | 65.9906 |
Avg Daily Profit (%) | 0.1725 | 0.1517 | 0.0208 | 0.0495 | 0.0397 | 0.0215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166470 | -43842 | -134333 | -531935 | -267896 | -303377 |
Profit Factor | 1.7804 | 3.0344 | 1.1418 | 1.1198 | 1.2297 | 1.0566 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 50 | 48.5714 | 51.4286 | 50 | 48.5714 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.7804 | 3.2129 | 1.0784 | 1.1198 | 1.302 | 0.9979 |
Largest Winning Trade | 224565 | 224565 | 64655 | 261347 | 166831 | 261347 |
Largest Losing Trade | -44597 | -22659 | -44597 | -199343 | -120337 | -199343 |
Avg Bars in Trades | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Winners | 89 | 84 | 93 | 89 | 84 | 93 |
Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
Bars Traded | 4538 | 2133 | 2405 | 4538 | 2133 | 2405 |
Profit Streak | 0 | 0 | 35.244 | 0 | 0 | 35.244 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88015 | 447820 | -230373 | -314371 | -140842 | -323642 |
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{ "first_band": { "type": "pwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 3.68068 } } }
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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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