Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382221.1247 | 352869.1123 | 29352.0123 | 75411.6229 | 26847.9978 | 48563.6251 |
Total P&L (%) | 382.2211 | 352.8691 | 29.352 | 75.4116 | 26.848 | 48.5636 |
Avg Daily Profit (%) | 0.1934 | 0.1785 | 0.0148 | 0.0284 | 0.012 | 0.02 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138466 | -118796 | -157775 | -1095148 | -964046 | -524811 |
Profit Factor | 1.6477 | 2.2784 | 1.0934 | 1.0291 | 1.0184 | 1.043 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 43.662 | 41.6667 | 45.7143 | 43.662 | 41.6667 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.126 | 3.1898 | 1.2985 | 1.3279 | 1.4257 | 1.2386 |
Largest Winning Trade | 154396 | 154396 | 67449 | 489807 | 465373 | 489807 |
Largest Losing Trade | -58027 | -45301 | -58027 | -569260 | -569260 | -248465 |
Avg Bars in Trades | 107 | 98 | 116 | 107 | 98 | 116 |
Avg Bars in Winners | 177 | 166 | 188 | 177 | 166 | 188 |
Avg Bars in Losers | 52 | 49 | 55 | 52 | 49 | 55 |
Bars Traded | 7602 | 3528 | 4074 | 7602 | 3528 | 4074 |
Profit Streak | 0 | 0 | 667.1572 | 0 | 0 | 667.1572 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83057 | 307152 | -294634 | -437169 | -383738 | -341520 |
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{ "first_band": { "type": "pwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 2.38194 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 2.38194 } } }
# | 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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