Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660985.055 | 594305.7281 | 66679.3269 | 392251.3652 | 410108.5283 | -17857.1631 |
Total P&L (%) | 660.9851 | 594.3057 | 66.6793 | 392.2514 | 410.1085 | -17.8572 |
Avg Daily Profit (%) | 0.3522 | 0.3166 | 0.0355 | 0.0849 | 0.0868 | -0.0105 |
Buy And Hold Return (%) | 59.5277 | 59.5277 | 59.5277 | 59.5277 | 59.5277 | 59.5277 |
Max Trade Drawdown | -189912 | -124373 | -116541 | -517446 | -369243 | -233961 |
Profit Factor | 1.9467 | 2.5251 | 1.2161 | 1.3413 | 1.6108 | 0.9626 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 54.2169 | 48.7805 | 59.5238 | 54.2169 | 48.7805 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.6439 | 2.6514 | 0.827 | 1.1326 | 1.6913 | 0.6546 |
Largest Winning Trade | 281141 | 281141 | 39802 | 331029 | 331029 | 70315 |
Largest Losing Trade | -41426 | -41426 | -32277 | -144600 | -144600 | -93352 |
Avg Bars in Trades | 83 | 87 | 80 | 83 | 87 | 80 |
Avg Bars in Winners | 96 | 107 | 87 | 96 | 107 | 87 |
Avg Bars in Losers | 69 | 69 | 69 | 69 | 69 | 69 |
Bars Traded | 6971 | 3606 | 3364 | 6971 | 3606 | 3364 |
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 | 442964 | 482746 | -274659 | -80209 | -74470 | -579500 |
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{ "first_band": { "type": "bbm", "factors": { "length": 140, "offset": 0, "std": 1.97704 } }, "second_band": { "type": "wma", "factors": { "length": 217, "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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