Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1836142.0242 | 1749157.5367 | 86984.4875 | 861239.0433 | 853923.5758 | 7315.4676 |
Total P&L (%) | 1836.142 | 1749.1575 | 86.9845 | 861.239 | 853.9236 | 7.3155 |
Avg Daily Profit (%) | 0.9893 | 0.9424 | 0.0469 | 0.122 | 0.1216 | 0.0038 |
Buy And Hold Return (%) | 54.5012 | 54.5012 | 54.5012 | 54.5012 | 54.5012 | 54.5012 |
Max Trade Drawdown | -119397 | -142977 | -52704 | -1565110 | -1922209 | -1084923 |
Profit Factor | 3.5515 | 5.0227 | 1.3054 | 1.0958 | 1.1631 | 1.0019 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 49.7006 | 43.3735 | 55.9524 | 49.7006 | 43.3735 | 55.9524 |
Ratio Avg Win / Avg Loss | 3.5943 | 6.5574 | 1.0277 | 1.109 | 1.5185 | 0.7888 |
Largest Winning Trade | 1698253 | 1698253 | 35175 | 1874220 | 1874220 | 382958 |
Largest Losing Trade | -54102 | -54102 | -31539 | -901663 | -901663 | -483344 |
Avg Bars in Trades | 32 | 47 | 18 | 32 | 47 | 18 |
Avg Bars in Winners | 40 | 67 | 19 | 40 | 67 | 19 |
Avg Bars in Losers | 25 | 31 | 16 | 25 | 31 | 16 |
Bars Traded | 5466 | 3931 | 1535 | 5466 | 3931 | 1535 |
Profit Streak | 0 | 5.4191 | 0 | 0 | 5.4191 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 749571 | 680413 | -139062 | -144153 | -72444 | -572845 |
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{ "first_band": { "type": "pwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 188, "offset": 0, "std": 4.09292 } } }
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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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