Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1758419.9911 | 1744273.8665 | 14146.1246 | 7317.6787 | 115822.0396 | -108504.3609 |
Total P&L (%) | 1758.42 | 1744.2739 | 14.1461 | 7.3177 | 115.822 | -108.5044 |
Avg Daily Profit (%) | 0.7369 | 0.731 | 0.0059 | 0.003 | 0.0322 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197264 | -181957 | -96162 | -455822 | -386680 | -284785 |
Profit Factor | 2.4527 | 2.8456 | 1.0533 | 1.0039 | 1.0822 | 0.7775 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 77 | 30 | 47 | 77 | 30 | 47 |
Losing Trades | 100 | 58 | 42 | 100 | 58 | 42 |
Profitability (%) | 43.5028 | 34.0909 | 52.809 | 43.5028 | 34.0909 | 52.809 |
Ratio Avg Win / Avg Loss | 3.1853 | 5.5015 | 0.9413 | 1.3037 | 2.0922 | 0.6948 |
Largest Winning Trade | 1261752 | 1261752 | 23392 | 414085 | 414085 | 55436 |
Largest Losing Trade | -65364 | -65364 | -33506 | -168041 | -153376 | -168041 |
Avg Bars in Trades | 79 | 149 | 10 | 79 | 149 | 10 |
Avg Bars in Winners | 94 | 224 | 11 | 94 | 224 | 11 |
Avg Bars in Losers | 68 | 110 | 9 | 68 | 110 | 9 |
Bars Traded | 14058 | 13133 | 926 | 14058 | 13133 | 926 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565237 | 414087 | -384913 | -572521 | -285333 | -580452 |
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{ "first_band": { "type": "pwma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 250, "offset": 47, "std": 1.10973 } } }
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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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