Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2316957.0465 | 2239503.6001 | 77453.4464 | 34132214.1835 | 24725577.9855 | 9406636.198 |
Total P&L (%) | 2316.957 | 2239.5036 | 77.4534 | 34132.2142 | 24725.578 | 9406.6362 |
Avg Daily Profit (%) | 1.2472 | 1.2055 | 0.0417 | 0.3146 | 0.2973 | 0.2455 |
Buy And Hold Return (%) | 6700.3835 | 6700.3835 | 6700.3835 | 6700.3835 | 6700.3835 | 6700.3835 |
Max Trade Drawdown | -121743 | -96148 | -64609 | -4154932 | -3655427 | -2042028 |
Profit Factor | 7.514 | 13.2771 | 1.447 | 3.5957 | 4.5601 | 2.5161 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 53.2258 | 54.8387 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.6032 | 10.9341 | 1.3566 | 3.1598 | 3.7554 | 2.3588 |
Largest Winning Trade | 1510462 | 1510462 | 66605 | 6065543 | 5941272 | 6065543 |
Largest Losing Trade | -57198 | -57198 | -32395 | -2356128 | -2356128 | -1524407 |
Avg Bars in Trades | 116 | 115 | 117 | 116 | 115 | 117 |
Avg Bars in Winners | 169 | 176 | 160 | 169 | 176 | 160 |
Avg Bars in Losers | 56 | 40 | 70 | 56 | 40 | 70 |
Bars Traded | 7214 | 3579 | 3635 | 7214 | 3579 | 3635 |
Profit Streak | 0 | 215.16 | 0 | 0 | 215.16 | 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 | -301776 | -142169 | -301843 | -143569 | 554622 | -26729 |
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{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 4.13302 } }, "second_band": { "type": "wma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 4.13302 } }, "second_band": { "type": "wma", "factors": { "length": 118, "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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