Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95203.9794 | 48152.285 | 47051.6944 | 123488.207 | 61329.7579 | 62158.4491 |
Total P&L (%) | 95.204 | 48.1523 | 47.0517 | 123.4882 | 61.3298 | 62.1584 |
Avg Daily Profit (%) | 0.3656 | 0.1849 | 0.1807 | 0.3093 | 0.1838 | 0.1858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28606 | -19301 | -20782 | -43073 | -29946 | -41325 |
Profit Factor | 1.5713 | 1.5998 | 1.5449 | 1.4591 | 1.474 | 1.4453 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 73.4375 | 71.875 | 75 | 73.4375 | 71.875 | 75 |
Ratio Avg Win / Avg Loss | 0.5684 | 0.626 | 0.515 | 0.5278 | 0.5768 | 0.4818 |
Largest Winning Trade | 9921 | 9921 | 7566 | 19638 | 19638 | 14859 |
Largest Losing Trade | -18930 | -14624 | -18930 | -37498 | -19185 | -37498 |
Avg Bars in Trades | 186 | 188 | 184 | 186 | 188 | 184 |
Avg Bars in Winners | 135 | 144 | 126 | 135 | 144 | 126 |
Avg Bars in Losers | 327 | 301 | 356 | 327 | 301 | 356 |
Bars Traded | 23866 | 12080 | 11786 | 23866 | 12080 | 11786 |
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 | 409370 | -131496 | -131561 | 367359 | -131354 | -131053 |
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{ "first_band": { "type": "bbm", "factors": { "length": 65, "offset": 0, "std": 2.97878 } }, "second_band": { "type": "wma", "factors": { "length": 177, "offset": 146 } } }
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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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