Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377577.7329 | 249010.013 | 128567.7199 | 358104.4542 | 410765.2788 | -52660.8246 |
Total P&L (%) | 377.5777 | 249.01 | 128.5677 | 358.1045 | 410.7653 | -52.6608 |
Avg Daily Profit (%) | 0.2233 | 0.1473 | 0.076 | 0.09 | 0.0965 | -0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140054 | -101496 | -98142 | -1829689 | -902186 | -1092010 |
Profit Factor | 1.6317 | 1.7893 | 1.4556 | 1.0794 | 1.1831 | 0.9768 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 42.2535 | 35.2113 | 49.2958 | 42.2535 | 35.2113 | 49.2958 |
Ratio Avg Win / Avg Loss | 2.23 | 3.2923 | 1.4971 | 1.4752 | 2.1768 | 1.0047 |
Largest Winning Trade | 143014 | 143014 | 51688 | 875568 | 875568 | 323404 |
Largest Losing Trade | -39939 | -20859 | -39939 | -385514 | -385514 | -304632 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 3336 | 1469 | 1867 | 3336 | 1469 | 1867 |
Profit Streak | 0 | 42.9025 | 0 | 0 | 42.9025 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307826 | -84950 | -177351 | -208301 | -174094 | -666065 |
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{ "first_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 2.01587 } }, "second_band": { "type": "pwma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 2.01587 } }, "second_band": { "type": "pwma", "factors": { "length": 7, "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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