Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1128465.8598 | 1102266.8599 | 26198.9999 | 1878059.7013 | 2588010.0762 | -709950.3749 |
Total P&L (%) | 1128.4659 | 1102.2669 | 26.199 | 1878.0597 | 2588.0101 | -709.9504 |
Avg Daily Profit (%) | 0.622 | 0.6075 | 0.0144 | 0.1646 | 0.1816 | 0 |
Buy And Hold Return (%) | 489.4642 | 489.4642 | 489.4642 | 489.4642 | 489.4642 | 489.4642 |
Max Trade Drawdown | -95088 | -51112 | -99915 | -4184471 | -2433525 | -2253163 |
Profit Factor | 2.9955 | 5.9513 | 1.0764 | 1.1888 | 1.608 | 0.8753 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 46.0526 | 47.3684 | 44.7368 | 46.0526 | 47.3684 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.509 | 6.6126 | 1.3297 | 1.3925 | 1.7867 | 1.0812 |
Largest Winning Trade | 606120 | 606120 | 79275 | 2592317 | 2592317 | 1177188 |
Largest Losing Trade | -40356 | -21572 | -40356 | -906234 | -839023 | -906234 |
Avg Bars in Trades | 70 | 65 | 75 | 70 | 65 | 75 |
Avg Bars in Winners | 108 | 92 | 124 | 108 | 92 | 124 |
Avg Bars in Losers | 37 | 40 | 35 | 37 | 40 | 35 |
Bars Traded | 5345 | 2482 | 2863 | 5345 | 2482 | 2863 |
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 | -42799 | 496592 | -477845 | -62834 | 315790 | -581145 |
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{ "first_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 2.78391 } }, "second_band": { "type": "wma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 2.78391 } }, "second_band": { "type": "wma", "factors": { "length": 47, "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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