Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753159.8505 | 880418.0558 | -127258.2052 | -32687.4641 | 193888.1416 | -226575.6057 |
Total P&L (%) | 753.1599 | 880.4181 | -127.2582 | -32.6875 | 193.8881 | -226.5756 |
Avg Daily Profit (%) | 0.4152 | 0.4853 | -0.0702 | -0.0218 | 0.0594 | 0 |
Buy And Hold Return (%) | 505.4465 | 505.4465 | 505.4465 | 505.4465 | 505.4465 | 505.4465 |
Max Trade Drawdown | -150791 | -89845 | -151488 | -174240 | -89766 | -221129 |
Profit Factor | 1.9971 | 3.5994 | 0.6946 | 0.9573 | 1.568 | 0.4668 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 40.625 | 45.8333 | 35.4167 | 40.625 | 45.8333 | 35.4167 |
Ratio Avg Win / Avg Loss | 2.9189 | 4.2539 | 1.2666 | 1.3992 | 1.8531 | 0.8512 |
Largest Winning Trade | 532255 | 532255 | 77299 | 171328 | 171328 | 47232 |
Largest Losing Trade | -48934 | -44613 | -48934 | -61987 | -37644 | -61987 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 78 | 68 | 91 | 78 | 68 | 91 |
Avg Bars in Losers | 39 | 36 | 42 | 39 | 36 | 42 |
Bars Traded | 5329 | 2457 | 2872 | 5329 | 2457 | 2872 |
Profit Streak | 0 | 98.6281 | 0 | 0 | 98.6281 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3024 | 304560 | -584693 | -582501 | -276664 | -586360 |
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{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 1.94814 } }, "second_band": { "type": "pwma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 1.94814 } }, "second_band": { "type": "pwma", "factors": { "length": 30, "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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