Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954248.4126 | 815845.1597 | 138403.2529 | 10213562.8767 | 6705115.7113 | 3508447.1654 |
Total P&L (%) | 954.2484 | 815.8452 | 138.4033 | 10213.5629 | 6705.1157 | 3508.4472 |
Avg Daily Profit (%) | 0.5235 | 0.4476 | 0.0759 | 0.2547 | 0.2318 | 0.1969 |
Buy And Hold Return (%) | 212.7649 | 212.7649 | 212.7649 | 212.7649 | 212.7649 | 212.7649 |
Max Trade Drawdown | -74335 | -44497 | -60016 | -5203917 | -3369740 | -3706934 |
Profit Factor | 3.03 | 4.6845 | 1.5566 | 1.5689 | 1.7543 | 1.387 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 33.9806 | 31.3725 | 36.5385 | 33.9806 | 31.3725 | 36.5385 |
Ratio Avg Win / Avg Loss | 5.8869 | 10.2473 | 2.7036 | 3.0481 | 3.8376 | 2.4091 |
Largest Winning Trade | 294189 | 294189 | 73936 | 5657782 | 5657782 | 3860678 |
Largest Losing Trade | -18008 | -13889 | -18008 | -1471646 | -1335990 | -1471646 |
Avg Bars in Trades | 68 | 62 | 73 | 68 | 62 | 73 |
Avg Bars in Winners | 165 | 161 | 169 | 165 | 161 | 169 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 7021 | 3198 | 3823 | 7021 | 3198 | 3823 |
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 | 318387 | -172229 | -439869 | 193950 | -175941 | -175552 |
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{ "first_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 4.26611 } }, "second_band": { "type": "fwma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 4.26611 } }, "second_band": { "type": "fwma", "factors": { "length": 229, "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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