Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867563.5531 | 594266.6399 | 273296.9133 | 4654585.6077 | 2108.7994 | 4652476.8082 |
Total P&L (%) | 867.5636 | 594.2666 | 273.2969 | 4654.5856 | 2.1088 | 4652.4768 |
Avg Daily Profit (%) | 0.4791 | 0.3281 | 0.1509 | 0.2135 | 0.0012 | 0.2134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51220 | -56204 | -31011 | -3319421 | -3474137 | -2155748 |
Profit Factor | 3.6623 | 4.0622 | 3.0735 | 1.3343 | 1.0003 | 1.8019 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 22 | 7 | 15 | 22 | 7 | 15 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 28.5714 | 17.9487 | 39.4737 | 28.5714 | 17.9487 | 39.4737 |
Ratio Avg Win / Avg Loss | 9.1557 | 18.5699 | 4.7127 | 3.3357 | 4.5726 | 2.7629 |
Largest Winning Trade | 538442 | 538442 | 68060 | 2674967 | 2006745 | 2674967 |
Largest Losing Trade | -20359 | -20359 | -20101 | -1485884 | -534340 | -1485884 |
Avg Bars in Trades | 68 | 46 | 90 | 68 | 46 | 90 |
Avg Bars in Winners | 184 | 172 | 190 | 184 | 172 | 190 |
Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
Bars Traded | 5246 | 1803 | 3443 | 5246 | 1803 | 3443 |
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 | -43114 | -44631 | 323740 | -50794 | -637050 | 269639 |
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{ "first_band": { "type": "bbm", "factors": { "length": 188, "offset": 75, "std": 4.19868 } }, "second_band": { "type": "fwma", "factors": { "length": 151, "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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