Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252244.537 | 218009.8964 | 34234.6406 | 156417.6893 | 141026.9195 | 15390.7698 |
Total P&L (%) | 252.2445 | 218.0099 | 34.2346 | 156.4177 | 141.0269 | 15.3908 |
Avg Daily Profit (%) | 0.2422 | 0.2093 | 0.0329 | 0.0904 | 0.0845 | 0.0137 |
Buy And Hold Return (%) | 69.7878 | 69.7878 | 69.7878 | 69.7878 | 69.7878 | 69.7878 |
Max Trade Drawdown | -133958 | -42755 | -151649 | -183896 | -67497 | -171854 |
Profit Factor | 1.3024 | 1.5529 | 1.0778 | 1.1738 | 1.3271 | 1.0328 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 190 | 93 | 97 | 190 | 93 | 97 |
Losing Trades | 166 | 85 | 81 | 166 | 85 | 81 |
Profitability (%) | 53.3708 | 52.2472 | 54.4944 | 53.3708 | 52.2472 | 54.4944 |
Ratio Avg Win / Avg Loss | 1.1379 | 1.4193 | 0.9001 | 1.0255 | 1.213 | 0.8625 |
Largest Winning Trade | 27465 | 23614 | 27465 | 23786 | 22115 | 23786 |
Largest Losing Trade | -70839 | -27941 | -70839 | -99569 | -33059 | -99569 |
Avg Bars in Trades | 69 | 71 | 67 | 69 | 71 | 67 |
Avg Bars in Winners | 62 | 60 | 63 | 62 | 60 | 63 |
Avg Bars in Losers | 77 | 83 | 72 | 77 | 83 | 72 |
Bars Traded | 24751 | 12702 | 12048 | 24751 | 12702 | 12048 |
Profit Streak | 7.4747 | 8.0164 | 7.4747 | 7.4747 | 8.0164 | 7.4747 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337563 | 292619 | -449695 | -103028 | -84853 | -524722 |
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{ "first_band": { "type": "bbm", "factors": { "length": 179, "offset": 0, "std": 4.65561 } }, "second_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 179, "offset": 0, "std": 4.65561 } }, "second_band": { "type": "wma", "factors": { "length": 124, "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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