Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351814.4726 | 431727.3637 | -79912.891 | -315012.8514 | 258725.004 | -573737.8554 |
Total P&L (%) | 351.8145 | 431.7274 | -79.9129 | -315.0129 | 258.725 | -573.7379 |
Avg Daily Profit (%) | 0.1689 | 0.2073 | -0.0384 | 0 | 0.0614 | 0 |
Buy And Hold Return (%) | 75.3121 | 75.3121 | 75.3121 | 75.3121 | 75.3121 | 75.3121 |
Max Trade Drawdown | -185886 | -88515 | -189706 | -2179498 | -900054 | -1501294 |
Profit Factor | 1.2638 | 1.6585 | 0.8821 | 0.9614 | 1.059 | 0.8481 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 154 | 72 | 82 | 146 | 80 | 66 |
Losing Trades | 142 | 76 | 66 | 150 | 68 | 82 |
Profitability (%) | 52.027 | 48.6486 | 55.4054 | 49.3243 | 54.0541 | 44.5946 |
Ratio Avg Win / Avg Loss | 1.1653 | 1.7507 | 0.71 | 0.9877 | 0.9002 | 1.0537 |
Largest Winning Trade | 259732 | 259732 | 48254 | 569606 | 432716 | 569606 |
Largest Losing Trade | -169779 | -32484 | -169779 | -725190 | -688443 | -725190 |
Avg Bars in Trades | 83 | 90 | 77 | 83 | 90 | 77 |
Avg Bars in Winners | 91 | 96 | 87 | 82 | 87 | 76 |
Avg Bars in Losers | 75 | 84 | 64 | 84 | 92 | 77 |
Bars Traded | 24767 | 13323 | 11444 | 24767 | 13323 | 11444 |
Profit Streak | 12.0317 | 0 | 25.2817 | 0 | 45.1983 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288956 | 334511 | -579696 | -579492 | -269626 | -581375 |
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 2.77035 } }, "second_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 2.77035 } }, "second_band": { "type": "wma", "factors": { "length": 196, "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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