Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974238.2476 | 931082.9562 | 43155.2914 | 25123711.2607 | 23106534.1735 | 2017177.0872 |
Total P&L (%) | 974.2382 | 931.083 | 43.1553 | 25123.7113 | 23106.5342 | 2017.1771 |
Avg Daily Profit (%) | 0.5236 | 0.5004 | 0.0232 | 0.2976 | 0.2931 | 0.1642 |
Buy And Hold Return (%) | 5559.019 | 5559.019 | 5559.019 | 5559.019 | 5559.019 | 5559.019 |
Max Trade Drawdown | -135904 | -138896 | -34903 | -11436602 | -11475798 | -544956 |
Profit Factor | 5.1447 | 6.1809 | 1.7797 | 2.2484 | 2.2413 | 2.3364 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Losing Trades | 17 | 4 | 13 | 17 | 4 | 13 |
Profitability (%) | 71.1864 | 86.2069 | 56.6667 | 71.1864 | 86.2069 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.0824 | 0.989 | 1.361 | 0.9101 | 0.3586 | 1.7867 |
Largest Winning Trade | 174505 | 174505 | 13138 | 9650333 | 9650333 | 1382473 |
Largest Losing Trade | -77019 | -77019 | -24181 | -9635125 | -9635125 | -396679 |
Avg Bars in Trades | 174 | 348 | 6 | 174 | 348 | 6 |
Avg Bars in Winners | 151 | 252 | 3 | 151 | 252 | 3 |
Avg Bars in Losers | 230 | 946 | 10 | 230 | 946 | 10 |
Bars Traded | 10284 | 10094 | 190 | 10284 | 10094 | 190 |
Profit Streak | 0 | 128.658 | 0 | 0 | 128.658 | 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 | -323827 | -144025 | -324304 | -168139 | 490875 | -152502 |
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{ "first_band": { "type": "fwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 133, "offset": 0, "std": 2.81213 } } }
# | 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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