Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116094.7626 | -50269.7774 | 166364.54 | 80695.711 | -108302.6291 | 188998.3401 |
Total P&L (%) | 116.0948 | -50.2698 | 166.3645 | 80.6957 | -108.3026 | 188.9983 |
Avg Daily Profit (%) | 0.1116 | -0.0483 | 0.1599 | 0.0569 | 0 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109403 | -137553 | -27857 | -137439 | -196840 | -45591 |
Profit Factor | 1.4403 | 0.7299 | 3.1454 | 1.2094 | 0.5954 | 2.6059 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 53.9683 | 40.625 | 67.7419 | 53.9683 | 40.625 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.2285 | 1.0668 | 1.4978 | 1.0315 | 0.8702 | 1.2409 |
Largest Winning Trade | 37404 | 32237 | 37404 | 43502 | 43502 | 37237 |
Largest Losing Trade | -30657 | -30657 | -19121 | -41711 | -41711 | -32036 |
Avg Bars in Trades | 43 | 17 | 69 | 43 | 17 | 69 |
Avg Bars in Winners | 55 | 22 | 75 | 55 | 22 | 75 |
Avg Bars in Losers | 28 | 15 | 55 | 28 | 15 | 55 |
Bars Traded | 2715 | 572 | 2143 | 2715 | 572 | 2143 |
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 | -193606 | -582511 | 519747 | -267937 | -584178 | -50648 |
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{ "first_band": { "type": "bbu", "factors": { "length": 134, "offset": 0, "std": 2.17718 } }, "second_band": { "type": "fwma", "factors": { "length": 121, "offset": 143 } } }
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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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