Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284435.3629 | 1249189.7173 | 35245.6456 | 2370255.5674 | 3834002.3633 | -1463746.7959 |
Total P&L (%) | 1284.4354 | 1249.1897 | 35.2456 | 2370.2556 | 3834.0024 | -1463.7468 |
Avg Daily Profit (%) | 0.7061 | 0.6867 | 0.0194 | 0.1765 | 0.2021 | 0 |
Buy And Hold Return (%) | 603.4225 | 603.4225 | 603.4225 | 603.4225 | 603.4225 | 603.4225 |
Max Trade Drawdown | -107434 | -65263 | -63700 | -7237986 | -4919420 | -3647848 |
Profit Factor | 3.5301 | 6.2351 | 1.131 | 1.1397 | 1.4746 | 0.8353 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 43.662 | 45.7143 | 41.6667 | 43.662 | 45.7143 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.555 | 7.4042 | 1.5834 | 1.4706 | 1.7511 | 1.1694 |
Largest Winning Trade | 684739 | 684739 | 75756 | 5502017 | 5502017 | 1789596 |
Largest Losing Trade | -28765 | -28024 | -28765 | -1675768 | -1675768 | -1314602 |
Avg Bars in Trades | 149 | 141 | 158 | 149 | 141 | 158 |
Avg Bars in Winners | 240 | 208 | 275 | 240 | 208 | 275 |
Avg Bars in Losers | 79 | 84 | 74 | 79 | 84 | 74 |
Bars Traded | 10636 | 4935 | 5701 | 10636 | 4935 | 5701 |
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 | -80693 | 454638 | -411302 | -155029 | 295574 | -582354 |
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{ "first_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 1.77051 } }, "second_band": { "type": "hma", "factors": { "length": 189, "offset": 0 } } }
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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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