Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419870.7038 | 382892.7777 | 36977.9261 | 15141.1886 | 119845.0485 | -104703.8598 |
Total P&L (%) | 419.8707 | 382.8928 | 36.9779 | 15.1412 | 119.845 | -104.7039 |
Avg Daily Profit (%) | 0.2125 | 0.1938 | 0.0187 | 0.0071 | 0.0399 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -342848 | -205538 | -140446 | -3483129 | -1842942 | -1643119 |
Profit Factor | 1.5158 | 1.7541 | 1.1207 | 1.0027 | 1.0399 | 0.9585 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.7914 | 2.4557 | 1.1207 | 1.1851 | 1.4558 | 0.9585 |
Largest Winning Trade | 160723 | 160723 | 67560 | 1422108 | 1078763 | 1422108 |
Largest Losing Trade | -47712 | -47712 | -46195 | -1243718 | -906130 | -1243718 |
Avg Bars in Trades | 95 | 137 | 54 | 95 | 137 | 54 |
Avg Bars in Winners | 125 | 207 | 56 | 125 | 207 | 56 |
Avg Bars in Losers | 71 | 88 | 51 | 71 | 88 | 51 |
Bars Traded | 11514 | 8271 | 3243 | 11514 | 8271 | 3243 |
Profit Streak | 0 | 0 | 668.0627 | 0 | 0 | 668.0627 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321830 | -161805 | -425864 | -412238 | -488993 | -748594 |
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{ "first_band": { "type": "pwma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 60, "offset": 0, "std": 2.22455 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 60, "offset": 0, "std": 2.22455 } } }
# | 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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