Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1318052.0891 | 1227795.6361 | 90256.453 | 907007.0589 | 865306.0476 | 41701.0113 |
Total P&L (%) | 1318.0521 | 1227.7956 | 90.2565 | 907.0071 | 865.306 | 41.701 |
Avg Daily Profit (%) | 0.7262 | 0.6765 | 0.0497 | 0.1273 | 0.125 | 0.0192 |
Buy And Hold Return (%) | 673.5523 | 673.5523 | 673.5523 | 673.5523 | 673.5523 | 673.5523 |
Max Trade Drawdown | -118568 | -59576 | -74175 | -284627 | -183187 | -190773 |
Profit Factor | 3.5758 | 6.8658 | 1.2985 | 1.7904 | 2.6483 | 1.067 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 58.1081 | 56.7568 | 59.4595 | 58.1081 | 56.7568 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.5779 | 5.2311 | 0.8853 | 1.2908 | 2.0178 | 0.7275 |
Largest Winning Trade | 533963 | 533963 | 77479 | 297490 | 297490 | 116202 |
Largest Losing Trade | -96046 | -27451 | -96046 | -167801 | -119042 | -167801 |
Avg Bars in Trades | 46 | 51 | 42 | 46 | 51 | 42 |
Avg Bars in Winners | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Losers | 36 | 41 | 32 | 36 | 41 | 32 |
Bars Traded | 3470 | 1910 | 1560 | 3470 | 1910 | 1560 |
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 | -55339 | 484200 | -292640 | -145726 | -97001 | -480251 |
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{ "first_band": { "type": "pwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 1.61213 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 1.61213 } } }
# | 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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