Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2771445.0589 | 2672381.7185 | 99063.3404 | 76524001.3416 | 81580661.8639 | -5056660.5224 |
Total P&L (%) | 2771.4451 | 2672.3817 | 99.0633 | 76524.0013 | 81580.6619 | -5056.6605 |
Avg Daily Profit (%) | 1.2225 | 1.1788 | 0.0437 | 0.2934 | 0.2962 | 0 |
Buy And Hold Return (%) | 10569.8455 | 10569.8455 | 10569.8455 | 10569.8455 | 10569.8455 | 10569.8455 |
Max Trade Drawdown | -49071 | -79642 | -40311 | -42273517 | -21592521 | -28097507 |
Profit Factor | 8.2683 | 15.523 | 1.5021 | 1.6037 | 2.4365 | 0.9277 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 43.1818 | 43.1818 | 43.1818 | 43.1818 | 43.1818 | 43.1818 |
Ratio Avg Win / Avg Loss | 10.8793 | 20.425 | 1.9765 | 2.1101 | 3.2059 | 1.2207 |
Largest Winning Trade | 1876764 | 1876764 | 50446 | 75783378 | 75783378 | 30957534 |
Largest Losing Trade | -18900 | -17087 | -18900 | -12585836 | -11706196 | -12585836 |
Avg Bars in Trades | 74 | 69 | 78 | 74 | 69 | 78 |
Avg Bars in Winners | 139 | 132 | 146 | 139 | 132 | 146 |
Avg Bars in Losers | 25 | 22 | 27 | 25 | 22 | 27 |
Bars Traded | 6544 | 3071 | 3473 | 6544 | 3071 | 3473 |
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 | -146133 | -146347 | -300483 | 340373 | 392745 | -581704 |
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{ "first_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 4.35082 } }, "second_band": { "type": "fwma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 4.35082 } }, "second_band": { "type": "fwma", "factors": { "length": 41, "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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