Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1360593.1165 | 1307695.4154 | 52897.7012 | 19874097.4208 | 123091471.9093 | -103217374.4885 |
Total P&L (%) | 1360.5931 | 1307.6954 | 52.8977 | 19874.0974 | 123091.4719 | -103217.3745 |
Avg Daily Profit (%) | 0.6533 | 0.6279 | 0.0254 | 0.2547 | 0.3423 | 0 |
Buy And Hold Return (%) | 10418.4272 | 10418.4272 | 10418.4272 | 10418.4272 | 10418.4272 | 10418.4272 |
Max Trade Drawdown | -166693 | -88637 | -148450 | -176582900 | -39854222 | -188552733 |
Profit Factor | 1.9205 | 2.9169 | 1.0665 | 1.0293 | 1.4276 | 0.7354 |
Total Trades | 491 | 245 | 246 | 491 | 245 | 246 |
Winning Trades | 251 | 123 | 128 | 251 | 123 | 128 |
Losing Trades | 240 | 122 | 118 | 240 | 122 | 118 |
Profitability (%) | 51.1202 | 50.2041 | 52.0325 | 51.1202 | 50.2041 | 52.0325 |
Ratio Avg Win / Avg Loss | 1.8363 | 2.8932 | 0.9831 | 0.9842 | 1.4159 | 0.678 |
Largest Winning Trade | 424393 | 424393 | 40665 | 44189497 | 44189497 | 26208259 |
Largest Losing Trade | -62281 | -30043 | -62281 | -86492215 | -17265206 | -86492215 |
Avg Bars in Trades | 50 | 53 | 46 | 50 | 53 | 46 |
Avg Bars in Winners | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Losers | 44 | 48 | 40 | 44 | 48 | 40 |
Bars Traded | 24746 | 13225 | 11521 | 24746 | 13225 | 11521 |
Profit Streak | 11.8453 | 11.8453 | 16.1786 | 11.8453 | 11.8453 | 16.1786 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145991 | -147134 | -471745 | -184723 | 413853 | -578713 |
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{ "first_band": { "type": "pwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 145, "offset": 0, "std": 4.34565 } } }
# | 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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