Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157661.338 | 51084.3067 | 106577.0313 | 240299.1801 | 117917.3947 | 122381.7854 |
Total P&L (%) | 157.6613 | 51.0843 | 106.577 | 240.2992 | 117.9174 | 122.3818 |
Avg Daily Profit (%) | 0.6054 | 0.1962 | 0.4093 | 0.4714 | 0.2996 | 0.3074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62132 | -57076 | -20317 | -83621 | -66351 | -46450 |
Profit Factor | 1.3351 | 1.1951 | 1.511 | 1.2592 | 1.2342 | 1.2888 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 185 | 91 | 94 | 185 | 91 | 94 |
Losing Trades | 217 | 110 | 107 | 217 | 110 | 107 |
Profitability (%) | 46.0199 | 45.2736 | 46.7662 | 46.0199 | 45.2736 | 46.7662 |
Ratio Avg Win / Avg Loss | 1.5661 | 1.4446 | 1.72 | 1.477 | 1.4919 | 1.4671 |
Largest Winning Trade | 39365 | 39365 | 16984 | 55441 | 55441 | 38544 |
Largest Losing Trade | -11093 | -11093 | -7194 | -21955 | -21955 | -21732 |
Avg Bars in Trades | 61 | 61 | 62 | 61 | 61 | 62 |
Avg Bars in Winners | 85 | 83 | 86 | 85 | 83 | 86 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 24753 | 12280 | 12473 | 24753 | 12280 | 12473 |
Profit Streak | 0 | 3.1947 | 0 | 0 | 3.1947 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419539 | -3325 | 350556 | 321579 | 160285 | 230327 |
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{ "first_band": { "type": "pwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 4.32378 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 4.32378 } } }
# | 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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