Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464704.6791 | 297219.3596 | 167485.3195 | 776917.0234 | 750791.4286 | 26125.5948 |
Total P&L (%) | 464.7047 | 297.2194 | 167.4853 | 776.917 | 750.7914 | 26.1256 |
Avg Daily Profit (%) | 0.2754 | 0.1761 | 0.0993 | 0.1287 | 0.127 | 0.0138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146911 | -82484 | -81372 | -3540779 | -1957857 | -1716192 |
Profit Factor | 1.8763 | 2.1392 | 1.6217 | 1.1259 | 1.2459 | 1.0084 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 47.0588 | 39.2157 | 54.902 | 47.0588 | 39.2157 | 54.902 |
Ratio Avg Win / Avg Loss | 2.1108 | 3.3158 | 1.3321 | 1.2666 | 1.9311 | 0.8283 |
Largest Winning Trade | 105374 | 105374 | 57109 | 1475887 | 1475887 | 562252 |
Largest Losing Trade | -50601 | -37266 | -50601 | -1109191 | -872077 | -1109191 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 3312 | 1564 | 1748 | 3312 | 1564 | 1748 |
Profit Streak | 0 | 0 | 50.0689 | 0 | 0 | 50.0689 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394365 | -172763 | -236941 | -103628 | -206502 | -569325 |
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{ "first_band": { "type": "bbm", "factors": { "length": 157, "offset": 0, "std": 1.42998 } }, "second_band": { "type": "wma", "factors": { "length": 57, "offset": 0 } } }
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# | 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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