Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425815.7731 | 423754.6855 | 2061.0877 | 39772.1234 | 119360.4522 | -79588.3288 |
Total P&L (%) | 425.8158 | 423.7547 | 2.0611 | 39.7721 | 119.3605 | -79.5883 |
Avg Daily Profit (%) | 0.1702 | 0.1694 | 0.0008 | 0.0134 | 0.0314 | -0.0635 |
Buy And Hold Return (%) | 25.5501 | 25.5501 | 25.5501 | 25.5501 | 25.5501 | 25.5501 |
Max Trade Drawdown | -117627 | -118922 | -14946 | -901196 | -884892 | -141624 |
Profit Factor | 2.0109 | 2.1785 | 1.0334 | 1.0189 | 1.0647 | 0.6949 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Losing Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Profitability (%) | 52.459 | 63.3333 | 41.9355 | 52.459 | 63.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.8223 | 1.2613 | 1.4309 | 0.9234 | 0.6164 | 0.9621 |
Largest Winning Trade | 176720 | 176720 | 11033 | 655324 | 655324 | 47590 |
Largest Losing Trade | -69664 | -69664 | -13801 | -539004 | -539004 | -141624 |
Avg Bars in Trades | 117 | 233 | 4 | 117 | 233 | 4 |
Avg Bars in Winners | 94 | 155 | 6 | 94 | 155 | 6 |
Avg Bars in Losers | 142 | 369 | 4 | 142 | 369 | 4 |
Bars Traded | 7168 | 7016 | 152 | 7168 | 7016 | 152 |
Profit Streak | 0 | 132.3813 | 0 | 0 | 132.3813 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154493 | 469220 | -544153 | -551886 | -300890 | -583676 |
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{ "first_band": { "type": "bbl", "factors": { "length": 171, "offset": 0, "std": 1.19876 } }, "second_band": { "type": "wma", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 171, "offset": 0, "std": 1.19876 } }, "second_band": { "type": "wma", "factors": { "length": 58, "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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