Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376792.9374 | 435258.6584 | -58465.721 | -191824.4231 | 160631.4724 | -352455.8954 |
Total P&L (%) | 376.7929 | 435.2587 | -58.4657 | -191.8244 | 160.6315 | -352.4559 |
Avg Daily Profit (%) | 0.1976 | 0.2283 | -0.0307 | 0 | 0.0503 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206378 | -120387 | -178607 | -679857 | -280570 | -477458 |
Profit Factor | 1.4722 | 2.4248 | 0.8813 | 0.8589 | 1.3408 | 0.603 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 20 | 21 | 46 | 23 | 23 |
Losing Trades | 43 | 22 | 21 | 38 | 19 | 19 |
Profitability (%) | 48.8095 | 47.619 | 50 | 54.7619 | 54.7619 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.544 | 2.6673 | 0.8813 | 0.7095 | 1.1077 | 0.4982 |
Largest Winning Trade | 307616 | 307616 | 61282 | 159185 | 159185 | 84041 |
Largest Losing Trade | -144091 | -30972 | -144091 | -303997 | -83872 | -303997 |
Avg Bars in Trades | 86 | 78 | 95 | 86 | 78 | 95 |
Avg Bars in Winners | 93 | 74 | 111 | 79 | 79 | 78 |
Avg Bars in Losers | 80 | 83 | 78 | 96 | 78 | 114 |
Bars Traded | 7307 | 3317 | 3990 | 7307 | 3317 | 3990 |
Profit Streak | 0 | 0 | 66.073 | 24.823 | 112.823 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345933 | 417606 | -580175 | -579392 | -123456 | -580117 |
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{ "first_band": { "type": "bbm", "factors": { "length": 159, "offset": 0, "std": 3.50053 } }, "second_band": { "type": "swma", "factors": { "length": 98, "offset": 0 } } }
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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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