Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360181.6039 | 323036.3369 | 37145.267 | 55510.9806 | -21387.3803 | 76898.3609 |
Total P&L (%) | 360.1816 | 323.0363 | 37.1453 | 55.511 | -21.3874 | 76.8984 |
Avg Daily Profit (%) | 0.1913 | 0.1716 | 0.0197 | 0.0235 | -0.0128 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168348 | -150371 | -25916 | -1419489 | -1399245 | -93477 |
Profit Factor | 1.4968 | 1.574 | 1.229 | 1.0138 | 0.9938 | 1.1345 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Losing Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Profitability (%) | 55.9055 | 60.3175 | 51.5625 | 55.9055 | 60.3175 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.1806 | 1.0355 | 1.1545 | 0.7996 | 0.6538 | 1.0657 |
Largest Winning Trade | 90367 | 90367 | 31938 | 564942 | 564942 | 89298 |
Largest Losing Trade | -56448 | -56448 | -19760 | -820352 | -820352 | -71405 |
Avg Bars in Trades | 87 | 168 | 6 | 87 | 168 | 6 |
Avg Bars in Winners | 37 | 63 | 6 | 37 | 63 | 6 |
Avg Bars in Losers | 150 | 328 | 7 | 150 | 328 | 7 |
Bars Traded | 11084 | 10646 | 438 | 11084 | 10646 | 438 |
Profit Streak | 14.0072 | 0 | 74.6738 | 14.0072 | 0 | 74.6738 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379158 | -136206 | -307465 | -367777 | -726120 | -363130 |
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{ "first_band": { "type": "pwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 191, "offset": 0, "std": 2.10633 } } }
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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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