Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695386.6815 | 685946.8986 | 9439.783 | 345029.9125 | -433167.0927 | 778197.0052 |
Total P&L (%) | 695.3867 | 685.9469 | 9.4398 | 345.0299 | -433.1671 | 778.197 |
Avg Daily Profit (%) | 0.3697 | 0.3646 | 0.005 | 0.0794 | 0 | 0.1156 |
Buy And Hold Return (%) | 202.4185 | 202.4185 | 202.4185 | 202.4185 | 202.4185 | 202.4185 |
Max Trade Drawdown | -158406 | -161905 | -64174 | -4219320 | -4169791 | -978843 |
Profit Factor | 1.7084 | 2.0505 | 1.0287 | 1.0268 | 0.9511 | 1.1945 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 43.9252 | 40.1869 | 47.6636 | 43.9252 | 40.1869 | 47.6636 |
Ratio Avg Win / Avg Loss | 2.181 | 3.0519 | 1.1296 | 1.3108 | 1.4156 | 1.3117 |
Largest Winning Trade | 298191 | 298191 | 23233 | 1608533 | 1608533 | 664818 |
Largest Losing Trade | -34372 | -34372 | -32932 | -1348998 | -1348998 | -438715 |
Avg Bars in Trades | 103 | 172 | 33 | 103 | 172 | 33 |
Avg Bars in Winners | 122 | 225 | 36 | 122 | 225 | 36 |
Avg Bars in Losers | 88 | 137 | 31 | 88 | 137 | 31 |
Bars Traded | 22122 | 18506 | 3616 | 22122 | 18506 | 3616 |
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 | 315323 | 233692 | -541996 | -288070 | -583196 | -48366 |
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{ "first_band": { "type": "pwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 3.73077 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 3.73077 } } }
# | 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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