Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81807.7487 | 4685.4449 | 77122.3038 | 100477.3398 | 5545.9552 | 94931.3846 |
Total P&L (%) | 81.8077 | 4.6854 | 77.1223 | 100.4773 | 5.546 | 94.9314 |
Avg Daily Profit (%) | 0.3141 | 0.018 | 0.2961 | 0.2674 | 0.0207 | 0.2566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38870 | -19395 | -26823 | -61280 | -30246 | -43571 |
Profit Factor | 1.7378 | 1.1274 | 2.0406 | 1.6092 | 1.1052 | 1.8457 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 51.145 | 47.6923 | 54.5455 | 51.145 | 47.6923 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.66 | 1.2365 | 1.7005 | 1.5371 | 1.2122 | 1.5381 |
Largest Winning Trade | 23431 | 7034 | 23431 | 24291 | 9671 | 24291 |
Largest Losing Trade | -20540 | -4272 | -20540 | -31165 | -5151 | -31165 |
Avg Bars in Trades | 187 | 30 | 342 | 187 | 30 | 342 |
Avg Bars in Winners | 259 | 35 | 451 | 259 | 35 | 451 |
Avg Bars in Losers | 113 | 26 | 211 | 113 | 26 | 211 |
Bars Traded | 24622 | 2014 | 22608 | 24622 | 2014 | 22608 |
Profit Streak | 5.7992 | 0 | 27.7784 | 5.7992 | 0 | 27.7784 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420907 | -548648 | -111163 | 397600 | -569672 | -111877 |
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{ "first_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 4.62382 } }, "second_band": { "type": "fwma", "factors": { "length": 12, "offset": 231 } } }
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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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