Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377606.3743 | 367894.6054 | 9711.769 | -5164.0613 | 77361.5419 | -82525.6032 |
Total P&L (%) | 377.6064 | 367.8946 | 9.7118 | -5.1641 | 77.3615 | -82.5256 |
Avg Daily Profit (%) | 0.198 | 0.1929 | 0.0051 | -0.0028 | 0.0301 | -0.0914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131757 | -158348 | -128080 | -288763 | -296649 | -250379 |
Profit Factor | 1.4163 | 1.6597 | 1.0278 | 0.9961 | 1.0913 | 0.8326 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 57.6159 | 53.3333 | 61.8421 | 57.6159 | 53.3333 | 61.8421 |
Ratio Avg Win / Avg Loss | 1.0419 | 1.4522 | 0.6342 | 0.7328 | 0.9549 | 0.5137 |
Largest Winning Trade | 169310 | 169310 | 35224 | 174764 | 174764 | 50818 |
Largest Losing Trade | -58449 | -58449 | -39446 | -148311 | -148311 | -107043 |
Avg Bars in Trades | 23 | 41 | 6 | 23 | 41 | 6 |
Avg Bars in Winners | 16 | 28 | 5 | 16 | 28 | 5 |
Avg Bars in Losers | 34 | 57 | 7 | 34 | 57 | 7 |
Bars Traded | 3616 | 3141 | 475 | 3616 | 3141 | 475 |
Profit Streak | 68.3446 | 0 | 69.8446 | 68.3446 | 0 | 69.8446 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396481 | -46933 | -590220 | -578163 | -330974 | -627587 |
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{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 4.27291 } }, "second_band": { "type": "pwma", "factors": { "length": 53, "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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