Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619621.0451 | 314453.0859 | 305167.9592 | 6585666.4866 | 5342357.4195 | 1243309.0672 |
Total P&L (%) | 619.621 | 314.4531 | 305.168 | 6585.6665 | 5342.3574 | 1243.3091 |
Avg Daily Profit (%) | 0.3681 | 0.1868 | 0.1813 | 0.25 | 0.2377 | 0.1544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64170 | -69202 | -51407 | -2226322 | -1398189 | -2067450 |
Profit Factor | 1.6126 | 1.653 | 1.5758 | 1.4892 | 1.8519 | 1.1729 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 160 | 71 | 89 | 160 | 71 | 89 |
Losing Trades | 276 | 147 | 129 | 276 | 147 | 129 |
Profitability (%) | 36.6972 | 32.5688 | 40.8257 | 36.6972 | 32.5688 | 40.8257 |
Ratio Avg Win / Avg Loss | 2.7817 | 3.4224 | 2.284 | 2.5688 | 3.8342 | 1.7 |
Largest Winning Trade | 62134 | 62134 | 50969 | 2289440 | 2289440 | 1662515 |
Largest Losing Trade | -21235 | -12016 | -21235 | -821043 | -564744 | -821043 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 4867 | 2304 | 2563 | 4867 | 2304 | 2563 |
Profit Streak | 12.2608 | 31.2608 | 0 | 12.2608 | 31.2608 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379063 | 206021 | 274932 | 317467 | 250506 | -24294 |
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{ "first_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 3.73875 } }, "second_band": { "type": "fwma", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 3.73875 } }, "second_band": { "type": "fwma", "factors": { "length": 147, "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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