Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108101.4234 | 88727.7831 | 19373.6403 | 157877.0338 | 130929.4184 | 26947.6155 |
Total P&L (%) | 108.1014 | 88.7278 | 19.3736 | 157.877 | 130.9294 | 26.9476 |
Avg Daily Profit (%) | 1.2453 | 1.0221 | 0.2232 | 1.0972 | 0.9688 | 0.2752 |
Buy And Hold Return (%) | 60.552 | 60.552 | 60.552 | 60.552 | 60.552 | 60.552 |
Max Trade Drawdown | -24036 | -22748 | -11632 | -56442 | -49417 | -27769 |
Profit Factor | 1.8046 | 1.9761 | 1.4458 | 1.5584 | 1.6922 | 1.288 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 44.3787 | 42.8571 | 45.8824 | 44.3787 | 42.8571 | 45.8824 |
Ratio Avg Win / Avg Loss | 2.2618 | 2.6348 | 1.7054 | 1.9532 | 2.2563 | 1.5192 |
Largest Winning Trade | 22306 | 22306 | 7184 | 44023 | 44023 | 16245 |
Largest Losing Trade | -7170 | -7170 | -2880 | -14192 | -14192 | -6891 |
Avg Bars in Trades | 145 | 256 | 35 | 145 | 256 | 35 |
Avg Bars in Winners | 229 | 430 | 43 | 229 | 430 | 43 |
Avg Bars in Losers | 78 | 125 | 28 | 78 | 125 | 28 |
Bars Traded | 24544 | 21516 | 3028 | 24544 | 21516 | 3028 |
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 | 179679 | -9370 | -159469 | 326664 | 188683 | -160266 |
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{ "first_band": { "type": "pwma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 4.63744 } } }
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# | 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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