Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767687.5651 | 828908.5015 | -61220.9364 | 3621.0161 | 113004.3004 | -109383.2843 |
Total P&L (%) | 767.6876 | 828.9085 | -61.2209 | 3.621 | 113.0043 | -109.3833 |
Avg Daily Profit (%) | 0.3068 | 0.3313 | -0.0245 | 0.0014 | 0.0302 | 0 |
Buy And Hold Return (%) | 332.4222 | 332.4222 | 332.4222 | 332.4222 | 332.4222 | 332.4222 |
Max Trade Drawdown | -113745 | -61946 | -81393 | -156625 | -87500 | -102150 |
Profit Factor | 2.4362 | 4.2296 | 0.7797 | 1.0061 | 1.4175 | 0.6565 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 43.8356 | 44.4444 | 43.2432 | 43.8356 | 44.4444 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.1214 | 5.287 | 1.0233 | 1.2891 | 1.7719 | 0.8616 |
Largest Winning Trade | 874403 | 874403 | 46065 | 200441 | 200441 | 36148 |
Largest Losing Trade | -38173 | -36204 | -38173 | -49503 | -37621 | -49503 |
Avg Bars in Trades | 61 | 88 | 35 | 61 | 88 | 35 |
Avg Bars in Winners | 78 | 121 | 35 | 78 | 121 | 35 |
Avg Bars in Losers | 48 | 61 | 35 | 48 | 61 | 35 |
Bars Traded | 4489 | 3175 | 1314 | 4489 | 3175 | 1314 |
Profit Streak | 0 | 95.6783 | 0 | 0 | 95.6783 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69908 | 402772 | -581733 | -649128 | -317972 | -583400 |
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 4.59562 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 4.59562 } } }
# | 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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