Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798857.0778 | 749865.704 | 48991.3738 | 1020718.8469 | 523694.1066 | 497024.7404 |
Total P&L (%) | 798.8571 | 749.8657 | 48.9914 | 1020.7188 | 523.6941 | 497.0247 |
Avg Daily Profit (%) | 0.4224 | 0.3965 | 0.0259 | 0.1279 | 0.0968 | 0.0945 |
Buy And Hold Return (%) | 255.047 | 255.047 | 255.047 | 255.047 | 255.047 | 255.047 |
Max Trade Drawdown | -129035 | -66360 | -168123 | -600462 | -572112 | -320706 |
Profit Factor | 1.9148 | 2.7998 | 1.1073 | 1.2744 | 1.2554 | 1.2977 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 38.8889 | 33.3333 | 44.4444 | 38.8889 | 33.3333 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.009 | 5.5997 | 1.3841 | 2.0027 | 2.5109 | 1.6222 |
Largest Winning Trade | 366454 | 366454 | 56234 | 675288 | 675288 | 343573 |
Largest Losing Trade | -40766 | -20496 | -40766 | -209891 | -164027 | -209891 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 47 | 44 | 49 | 47 | 44 | 49 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5598 | 2514 | 3084 | 5598 | 2514 | 3084 |
Profit Streak | 40.0147 | 42.0147 | 40.0147 | 40.0147 | 42.0147 | 40.0147 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311603 | 215162 | -428154 | -25026 | -74813 | -74434 |
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{ "first_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 2.33187 } }, "second_band": { "type": "pwma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 2.33187 } }, "second_band": { "type": "pwma", "factors": { "length": 5, "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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