Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1505002.0587 | 1442552.6114 | 62449.4473 | 28505652.4126 | 23597222.7319 | 4908429.6807 |
Total P&L (%) | 1505.0021 | 1442.5526 | 62.4494 | 28505.6524 | 23597.2227 | 4908.4297 |
Avg Daily Profit (%) | 0.8113 | 0.7777 | 0.0337 | 0.3054 | 0.2952 | 0.2112 |
Buy And Hold Return (%) | 6362.3452 | 6362.3452 | 6362.3452 | 6362.3452 | 6362.3452 | 6362.3452 |
Max Trade Drawdown | -156041 | -110040 | -123302 | -16909857 | -13051423 | -9692141 |
Profit Factor | 3.0901 | 5.6017 | 1.1536 | 1.4598 | 1.7773 | 1.1551 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 53.2258 | 54.8387 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.7156 | 4.6131 | 1.0815 | 1.2829 | 1.4637 | 1.0829 |
Largest Winning Trade | 677992 | 677992 | 56477 | 9191565 | 6860707 | 9191565 |
Largest Losing Trade | -46829 | -46829 | -42055 | -6242516 | -5329552 | -6242516 |
Avg Bars in Trades | 58 | 59 | 56 | 58 | 59 | 56 |
Avg Bars in Winners | 76 | 84 | 67 | 76 | 84 | 67 |
Avg Bars in Losers | 37 | 28 | 45 | 37 | 28 | 45 |
Bars Traded | 7218 | 3685 | 3533 | 7218 | 3685 | 3533 |
Profit Streak | 23.7166 | 95.9666 | 23.7166 | 23.7166 | 95.9666 | 23.7166 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144918 | -297160 | -518691 | 359407 | -143964 | -360936 |
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{ "first_band": { "type": "pwma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 4.01668 } } }
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# | 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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