Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998914.5619 | 1026972.9945 | -28058.4326 | 462895.9498 | 1211427.1755 | -748531.2257 |
Total P&L (%) | 998.9146 | 1026.973 | -28.0584 | 462.896 | 1211.4272 | -748.5312 |
Avg Daily Profit (%) | 0.5485 | 0.5639 | -0.0154 | 0.0949 | 0.1414 | 0 |
Buy And Hold Return (%) | 680.8682 | 680.8682 | 680.8682 | 680.8682 | 680.8682 | 680.8682 |
Max Trade Drawdown | -101610 | -91521 | -72027 | -929276 | -579644 | -862622 |
Profit Factor | 2.7969 | 5.1197 | 0.9085 | 1.1326 | 1.7541 | 0.6026 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 46.6667 | 50 | 43.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.1964 | 5.1197 | 1.188 | 1.2944 | 1.7541 | 0.788 |
Largest Winning Trade | 532179 | 532179 | 76580 | 972137 | 972137 | 304021 |
Largest Losing Trade | -57740 | -57740 | -46287 | -335235 | -263892 | -335235 |
Avg Bars in Trades | 86 | 83 | 90 | 86 | 83 | 90 |
Avg Bars in Winners | 115 | 110 | 121 | 115 | 110 | 121 |
Avg Bars in Losers | 61 | 55 | 65 | 61 | 55 | 65 |
Bars Traded | 5196 | 2495 | 2701 | 5196 | 2495 | 2701 |
Profit Streak | 62.6301 | 100.9634 | 62.6301 | 62.6301 | 100.9634 | 62.6301 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177919 | 337553 | -581191 | -480474 | -8366 | -582858 |
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{ "first_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 1.835 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 1.835 } } }
# | 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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