Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806728.8451 | 800770.1986 | 5958.6465 | 240421.1059 | 438940.6261 | -198519.5201 |
Total P&L (%) | 806.7288 | 800.7702 | 5.9586 | 240.4211 | 438.9406 | -198.5195 |
Avg Daily Profit (%) | 0.4363 | 0.4331 | 0.0032 | 0.0663 | 0.0911 | 0 |
Buy And Hold Return (%) | 187.9693 | 187.9693 | 187.9693 | 187.9693 | 187.9693 | 187.9693 |
Max Trade Drawdown | -104475 | -92205 | -68318 | -486378 | -416653 | -273694 |
Profit Factor | 2.4379 | 4.3735 | 1.0184 | 1.1391 | 1.6361 | 0.8089 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 43.4783 | 48.5714 | 38.2353 | 43.4783 | 48.5714 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.1693 | 4.6308 | 1.6451 | 1.4808 | 1.7324 | 1.3067 |
Largest Winning Trade | 730020 | 730020 | 54917 | 527304 | 527304 | 204596 |
Largest Losing Trade | -36753 | -30198 | -36753 | -223945 | -119200 | -223945 |
Avg Bars in Trades | 50 | 50 | 51 | 50 | 50 | 51 |
Avg Bars in Winners | 82 | 75 | 92 | 82 | 75 | 92 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 3504 | 1763 | 1741 | 3504 | 1763 | 1741 |
Profit Streak | 89.4573 | 94.9573 | 0 | 89.4573 | 94.9573 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95515 | 553267 | -558044 | -359231 | -72847 | -583703 |
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{ "first_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 3.53054 } }, "second_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 3.53054 } }, "second_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } } }
# | 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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