Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206143.1922 | 162366.1088 | 43777.0834 | 324442.7818 | 258612.209 | 65830.5728 |
Total P&L (%) | 206.1432 | 162.3661 | 43.7771 | 324.4428 | 258.6122 | 65.8306 |
Avg Daily Profit (%) | 0.3958 | 0.3117 | 0.0841 | 0.2779 | 0.2455 | 0.0972 |
Buy And Hold Return (%) | 54.1043 | 54.1043 | 54.1043 | 54.1043 | 54.1043 | 54.1043 |
Max Trade Drawdown | -74883 | -51722 | -80646 | -135888 | -129027 | -184410 |
Profit Factor | 1.4428 | 1.7909 | 1.1682 | 1.264 | 1.4523 | 1.1001 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Losing Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Profitability (%) | 52.6087 | 56.5217 | 48.6957 | 52.6087 | 56.5217 | 48.6957 |
Ratio Avg Win / Avg Loss | 1.2997 | 1.3776 | 1.2308 | 1.1386 | 1.1172 | 1.1591 |
Largest Winning Trade | 32843 | 32843 | 24969 | 72493 | 72493 | 50432 |
Largest Losing Trade | -29575 | -17483 | -29575 | -75573 | -58520 | -75573 |
Avg Bars in Trades | 107 | 105 | 108 | 107 | 105 | 108 |
Avg Bars in Winners | 112 | 107 | 118 | 112 | 107 | 118 |
Avg Bars in Losers | 100 | 103 | 99 | 100 | 103 | 99 |
Bars Traded | 24624 | 12135 | 12489 | 24624 | 12135 | 12489 |
Profit Streak | 6.4523 | 18.4106 | 6.4523 | 6.4523 | 18.4106 | 6.4523 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359924 | 333132 | -282620 | 346307 | 323920 | -272611 |
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{ "first_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 3.14885 } }, "second_band": { "type": "wma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 3.14885 } }, "second_band": { "type": "wma", "factors": { "length": 229, "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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