Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436427.8987 | 1344760.1134 | 91667.7852 | 33727614.9289 | 29088410.995 | 4639203.9339 |
Total P&L (%) | 1436.4279 | 1344.7601 | 91.6678 | 33727.6149 | 29088.411 | 4639.2039 |
Avg Daily Profit (%) | 0.6321 | 0.5918 | 0.0403 | 0.2566 | 0.2501 | 0.1699 |
Buy And Hold Return (%) | 9820.089 | 9820.089 | 9820.089 | 9820.089 | 9820.089 | 9820.089 |
Max Trade Drawdown | -78619 | -73356 | -78619 | -13180459 | -13180459 | -11093216 |
Profit Factor | 3.7507 | 6.9452 | 1.3097 | 1.7 | 2.2005 | 1.1937 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 62.0155 | 65.625 | 58.4615 | 62.0155 | 65.625 | 58.4615 |
Ratio Avg Win / Avg Loss | 2.2973 | 3.638 | 0.9306 | 1.0412 | 1.1527 | 0.8481 |
Largest Winning Trade | 494333 | 494333 | 34055 | 13604176 | 13604176 | 4276666 |
Largest Losing Trade | -78619 | -50377 | -78619 | -13180459 | -13180459 | -11093216 |
Avg Bars in Trades | 50 | 87 | 13 | 50 | 87 | 13 |
Avg Bars in Winners | 26 | 39 | 13 | 26 | 39 | 13 |
Avg Bars in Losers | 88 | 180 | 13 | 88 | 180 | 13 |
Bars Traded | 6487 | 5619 | 868 | 6487 | 5619 | 868 |
Profit Streak | 4.8195 | 0 | 5.1529 | 4.8195 | 0 | 5.1529 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144720 | -283017 | -435911 | 372737 | -128757 | -296755 |
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{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 4.17992 } }, "second_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 4.17992 } }, "second_band": { "type": "wma", "factors": { "length": 202, "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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