Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1179164.064 | 1140917.0151 | 38247.0489 | 2131366.2003 | 2163676.5162 | -32310.3159 |
Total P&L (%) | 1179.1641 | 1140.917 | 38.247 | 2131.3662 | 2163.6765 | -32.3103 |
Avg Daily Profit (%) | 0.6481 | 0.6271 | 0.021 | 0.1708 | 0.1716 | -0.0214 |
Buy And Hold Return (%) | 587.4092 | 587.4092 | 587.4092 | 587.4092 | 587.4092 | 587.4092 |
Max Trade Drawdown | -121155 | -68390 | -95323 | -2450974 | -1369173 | -1270179 |
Profit Factor | 3.1673 | 5.427 | 1.1336 | 1.3734 | 1.8321 | 0.9896 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 42.6471 | 41.1765 | 44.1176 | 42.6471 | 41.1765 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.2594 | 7.7528 | 1.4358 | 1.8469 | 2.6173 | 1.2535 |
Largest Winning Trade | 559578 | 559578 | 79113 | 1596287 | 1596287 | 785775 |
Largest Losing Trade | -57877 | -27296 | -57877 | -826744 | -459924 | -826744 |
Avg Bars in Trades | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Winners | 86 | 84 | 88 | 86 | 84 | 88 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 3572 | 1754 | 1818 | 3572 | 1754 | 1818 |
Profit Streak | 0 | 163.3726 | 0 | 0 | 163.3726 | 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 | -105556 | 375375 | -406471 | -109758 | 240209 | -581416 |
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{ "first_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 4.31826 } }, "second_band": { "type": "vwma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 4.31826 } }, "second_band": { "type": "vwma", "factors": { "length": 20, "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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