Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854448.173 | 830549.3716 | 23898.8014 | 383941.2596 | 218261.3649 | 165679.8947 |
Total P&L (%) | 854.4482 | 830.5494 | 23.8988 | 383.9413 | 218.2614 | 165.6799 |
Avg Daily Profit (%) | 0.4707 | 0.4576 | 0.0132 | 0.0869 | 0.0638 | 0.0538 |
Buy And Hold Return (%) | 316.6312 | 316.6312 | 316.6312 | 316.6312 | 316.6312 | 316.6312 |
Max Trade Drawdown | -178056 | -169302 | -32902 | -1295546 | -1249133 | -198626 |
Profit Factor | 2.6702 | 3.0096 | 1.2432 | 1.1261 | 1.0872 | 1.3069 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 44.6154 | 40.625 | 48.4848 | 44.6154 | 40.625 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.3148 | 4.3986 | 1.3209 | 1.398 | 1.5889 | 1.3885 |
Largest Winning Trade | 433237 | 433237 | 17650 | 807909 | 807909 | 213356 |
Largest Losing Trade | -64616 | -64616 | -21349 | -918923 | -918923 | -99305 |
Avg Bars in Trades | 161 | 317 | 10 | 161 | 317 | 10 |
Avg Bars in Winners | 150 | 321 | 11 | 150 | 321 | 11 |
Avg Bars in Losers | 171 | 315 | 10 | 171 | 315 | 10 |
Bars Traded | 10524 | 10172 | 352 | 10524 | 10172 | 352 |
Profit Streak | 0 | 103.5798 | 0 | 0 | 103.5798 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126305 | 367868 | -341629 | -396721 | -399370 | -287001 |
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{ "first_band": { "type": "pwma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 115, "offset": 0, "std": 1.20635 } } }
# | 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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