Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106318.9837 | 65956.8201 | 40362.1636 | 133502.8648 | 110556.278 | 22946.5868 |
Total P&L (%) | 106.319 | 65.9568 | 40.3622 | 133.5029 | 110.5563 | 22.9466 |
Avg Daily Profit (%) | 0.7654 | 0.4748 | 0.2906 | 0.6124 | 0.5375 | 0.1488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40152 | -8045 | -46165 | -82438 | -9966 | -103798 |
Profit Factor | 1.7628 | 3.8723 | 1.3467 | 1.5228 | 3.8986 | 1.1056 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 69.4737 | 75 | 63.8298 | 69.4737 | 75 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.7746 | 1.2908 | 0.7631 | 0.6691 | 1.2995 | 0.6265 |
Largest Winning Trade | 15604 | 11020 | 15604 | 20580 | 20580 | 18536 |
Largest Losing Trade | -29004 | -8045 | -29004 | -56348 | -9966 | -56348 |
Avg Bars in Trades | 133 | 23 | 245 | 133 | 23 | 245 |
Avg Bars in Winners | 87 | 22 | 166 | 87 | 22 | 166 |
Avg Bars in Losers | 236 | 26 | 384 | 236 | 26 | 384 |
Bars Traded | 12655 | 1121 | 11534 | 12655 | 1121 | 11534 |
Profit Streak | 128.1433 | 128.1433 | 128.4662 | 128.1433 | 128.1433 | 128.4662 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549048 | 646212 | 200427 | 473680 | 675885 | -104616 |
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{ "first_band": { "type": "bbu", "factors": { "length": 232, "offset": 0, "std": 2.6069 } }, "second_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 232, "offset": 0, "std": 2.6069 } }, "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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