Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174086.6462 | 175050.9547 | -964.3085 | 14685.6923 | 67430.9977 | -52745.3054 |
Total P&L (%) | 174.0866 | 175.051 | -0.9643 | 14.6857 | 67.431 | -52.7453 |
Avg Daily Profit (%) | 0.1671 | 0.168 | -0.0009 | 0.0132 | 0.0495 | -0.0719 |
Buy And Hold Return (%) | 26.1295 | 26.1295 | 26.1295 | 26.1295 | 26.1295 | 26.1295 |
Max Trade Drawdown | -93530 | -76061 | -89153 | -303139 | -230271 | -170102 |
Profit Factor | 1.1287 | 1.2693 | 0.9986 | 1.0059 | 1.0558 | 0.9589 |
Total Trades | 675 | 337 | 338 | 675 | 337 | 338 |
Winning Trades | 341 | 166 | 175 | 341 | 166 | 175 |
Losing Trades | 334 | 171 | 163 | 334 | 171 | 163 |
Profitability (%) | 50.5185 | 49.2582 | 51.7751 | 50.5185 | 49.2582 | 51.7751 |
Ratio Avg Win / Avg Loss | 1.1055 | 1.3075 | 0.9302 | 0.9852 | 1.0876 | 0.8932 |
Largest Winning Trade | 118008 | 118008 | 24401 | 167857 | 167857 | 64184 |
Largest Losing Trade | -16677 | -16677 | -15696 | -49995 | -49995 | -48116 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 24826 | 12430 | 12395 | 24826 | 12430 | 12395 |
Profit Streak | 0 | 9.3564 | 0 | 0 | 9.3564 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68265 | 326614 | -579336 | -553164 | -287441 | -579336 |
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{ "first_band": { "type": "bbm", "factors": { "length": 85, "offset": 0, "std": 3.86258 } }, "second_band": { "type": "pwma", "factors": { "length": 40, "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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