Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184462.8203 | 304214.6903 | -119751.87 | -96246.895 | 102874.0144 | -199120.9094 |
Total P&L (%) | 184.4628 | 304.2147 | -119.7519 | -96.2469 | 102.874 | -199.1209 |
Avg Daily Profit (%) | 0.0979 | 0.1614 | -0.0636 | -0.1741 | 0.0375 | 0 |
Buy And Hold Return (%) | 13.634 | 13.634 | 13.634 | 13.634 | 13.634 | 13.634 |
Max Trade Drawdown | -190468 | -112624 | -192948 | -145414 | -37924 | -204743 |
Profit Factor | 1.0888 | 1.3154 | 0.8923 | 0.8319 | 1.5016 | 0.458 |
Total Trades | 511 | 256 | 255 | 511 | 256 | 255 |
Winning Trades | 260 | 128 | 132 | 260 | 128 | 132 |
Losing Trades | 251 | 128 | 123 | 251 | 128 | 123 |
Profitability (%) | 50.8806 | 50 | 51.7647 | 50.8806 | 50 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.0511 | 1.3154 | 0.8315 | 0.8031 | 1.5016 | 0.4267 |
Largest Winning Trade | 99081 | 99081 | 35781 | 35923 | 35923 | 17496 |
Largest Losing Trade | -85852 | -31474 | -85852 | -64176 | -32888 | -64176 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5622 | 2790 | 2832 | 5622 | 2790 | 2832 |
Profit Streak | 4.2947 | 4.2947 | 16.2947 | 4.2947 | 4.2947 | 16.2947 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181518 | 309076 | -578423 | -577198 | -139197 | -578423 |
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{ "first_band": { "type": "bbm", "factors": { "length": 20, "offset": 0, "std": 2.79893 } }, "second_band": { "type": "pwma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 20, "offset": 0, "std": 2.79893 } }, "second_band": { "type": "pwma", "factors": { "length": 14, "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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