Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1080904.1683 | 919040.5962 | 161863.572 | 20696368.9807 | 13427736.1189 | 7268632.8619 |
Total P&L (%) | 1080.9042 | 919.0406 | 161.8636 | 20696.369 | 13427.7361 | 7268.6329 |
Avg Daily Profit (%) | 0.5854 | 0.4977 | 0.0877 | 0.2895 | 0.2661 | 0.2331 |
Buy And Hold Return (%) | 132.3193 | 132.3193 | 132.3193 | 132.3193 | 132.3193 | 132.3193 |
Max Trade Drawdown | -50158 | -34610 | -50966 | -12075926 | -9247308 | -9033383 |
Profit Factor | 3.1405 | 4.9489 | 1.5945 | 1.388 | 1.4911 | 1.2796 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 30.5556 | 29.6296 | 31.4815 | 30.5556 | 29.6296 | 31.4815 |
Ratio Avg Win / Avg Loss | 7.1374 | 11.7535 | 3.4705 | 3.1546 | 3.5414 | 2.785 |
Largest Winning Trade | 407904 | 407904 | 77599 | 12633146 | 12633146 | 11923729 |
Largest Losing Trade | -19939 | -16256 | -19939 | -2435350 | -2349097 | -2435350 |
Avg Bars in Trades | 66 | 62 | 69 | 66 | 62 | 69 |
Avg Bars in Winners | 174 | 163 | 184 | 174 | 163 | 184 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 7170 | 3392 | 3778 | 7170 | 3392 | 3778 |
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 | 362093 | -171439 | -356779 | 117387 | -178777 | -178143 |
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{ "first_band": { "type": "bbm", "factors": { "length": 142, "offset": 0, "std": 4.24882 } }, "second_band": { "type": "fwma", "factors": { "length": 196, "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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