Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273060.3604 | 76131.3987 | 196928.9617 | 135846.6239 | 52663.718 | 83182.9059 |
Total P&L (%) | 273.0604 | 76.1314 | 196.929 | 135.8466 | 52.6637 | 83.1829 |
Avg Daily Profit (%) | 0.2618 | 0.073 | 0.1888 | 0.0823 | 0.0406 | 0.058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61502 | -50301 | -62463 | -44205 | -63331 | -41237 |
Profit Factor | 1.7394 | 1.4071 | 2.0803 | 1.4377 | 1.3465 | 1.5253 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 63.75 | 52.5 | 75 | 63.75 | 52.5 | 75 |
Ratio Avg Win / Avg Loss | 0.9891 | 1.2731 | 0.6934 | 0.8175 | 1.2183 | 0.5084 |
Largest Winning Trade | 38598 | 38598 | 33808 | 42202 | 42202 | 27142 |
Largest Losing Trade | -81089 | -39096 | -81089 | -81089 | -42896 | -81089 |
Avg Bars in Trades | 75 | 36 | 113 | 75 | 36 | 113 |
Avg Bars in Winners | 68 | 36 | 90 | 68 | 36 | 90 |
Avg Bars in Losers | 87 | 37 | 183 | 87 | 37 | 183 |
Bars Traded | 6014 | 1461 | 4553 | 6014 | 1461 | 4553 |
Profit Streak | 112.7703 | 112.7703 | 133.937 | 112.7703 | 112.7703 | 133.937 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11586 | -93054 | 481965 | -104090 | -137803 | -110936 |
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{ "first_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 2.04856 } }, "second_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 2.04856 } }, "second_band": { "type": "wma", "factors": { "length": 175, "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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