Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491105.1983 | 1520482.4538 | -29377.2555 | -26622.4804 | 801528.5049 | -828150.9853 |
Total P&L (%) | 1491.1052 | 1520.4825 | -29.3773 | -26.6225 | 801.5285 | -828.151 |
Avg Daily Profit (%) | 0.8029 | 0.8187 | -0.0158 | -0.0167 | 0.1185 | 0 |
Buy And Hold Return (%) | 35.9969 | 35.9969 | 35.9969 | 35.9969 | 35.9969 | 35.9969 |
Max Trade Drawdown | -291729 | -232187 | -68307 | -3331953 | -2300403 | -1155185 |
Profit Factor | 3.4482 | 4.1254 | 0.7603 | 0.9949 | 1.2119 | 0.4112 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 40 | 35.7143 | 44.186 | 40 | 35.7143 | 44.186 |
Ratio Avg Win / Avg Loss | 5.1724 | 7.4256 | 0.9604 | 1.4923 | 2.1815 | 0.5194 |
Largest Winning Trade | 1585268 | 1585268 | 18888 | 2060250 | 2060250 | 212935 |
Largest Losing Trade | -46597 | -46597 | -28152 | -1172881 | -1172881 | -958695 |
Avg Bars in Trades | 129 | 243 | 17 | 129 | 243 | 17 |
Avg Bars in Winners | 191 | 409 | 18 | 191 | 409 | 18 |
Avg Bars in Losers | 87 | 151 | 16 | 87 | 151 | 16 |
Bars Traded | 10966 | 10228 | 737 | 10966 | 10228 | 737 |
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 | 579663 | 533646 | -582710 | -582773 | -39282 | -582710 |
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{ "first_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 165, "offset": 0, "std": 3.26097 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 165, "offset": 0, "std": 3.26097 } } }
# | 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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