Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1527353.9063 | 1492070.564 | 35283.3423 | 1252459.5731 | 1131460.9946 | 120998.5785 |
Total P&L (%) | 1527.3539 | 1492.0706 | 35.2833 | 1252.4596 | 1131.461 | 120.9986 |
Avg Daily Profit (%) | 0.6104 | 0.5963 | 0.0141 | 0.1041 | 0.1004 | 0.0317 |
Buy And Hold Return (%) | 413.4082 | 413.4082 | 413.4082 | 413.4082 | 413.4082 | 413.4082 |
Max Trade Drawdown | -95478 | -67675 | -83420 | -4901557 | -3093001 | -3880697 |
Profit Factor | 3.6963 | 6.1278 | 1.1281 | 1.0835 | 1.1528 | 1.0159 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 42.6667 | 39.4737 | 45.9459 | 42.6667 | 39.4737 | 45.9459 |
Ratio Avg Win / Avg Loss | 4.967 | 9.3959 | 1.3272 | 1.456 | 1.7677 | 1.1952 |
Largest Winning Trade | 1076621 | 1076621 | 53054 | 3142433 | 3142433 | 2065305 |
Largest Losing Trade | -54480 | -39715 | -54480 | -2842988 | -1103333 | -2842988 |
Avg Bars in Trades | 97 | 92 | 102 | 97 | 92 | 102 |
Avg Bars in Winners | 151 | 147 | 154 | 151 | 147 | 154 |
Avg Bars in Losers | 56 | 55 | 57 | 56 | 55 | 57 |
Bars Traded | 7278 | 3499 | 3779 | 7278 | 3499 | 3779 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48239 | 478901 | -420992 | -249390 | -117272 | -520885 |
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{ "first_band": { "type": "pwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 1.98712 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 1.98712 } } }
# | 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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