Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155115.2883 | 206549.375 | -51434.0867 | -552707.9075 | -190952.6285 | -361755.2789 |
Total P&L (%) | 155.1153 | 206.5494 | -51.4341 | -552.7079 | -190.9526 | -361.7553 |
Avg Daily Profit (%) | 0.124 | 0.1652 | -0.0411 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74013 | -37781 | -74013 | -431855 | -212396 | -230215 |
Profit Factor | 1.2975 | 2.5002 | 0.866 | 0.4658 | 0.5451 | 0.4117 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 23 | 25 | 21 | 12 | 9 |
Losing Trades | 22 | 12 | 10 | 49 | 23 | 26 |
Profitability (%) | 68.5714 | 65.7143 | 71.4286 | 30 | 34.2857 | 25.7143 |
Ratio Avg Win / Avg Loss | 0.5947 | 1.3045 | 0.3464 | 1.087 | 1.0448 | 1.1894 |
Largest Winning Trade | 65779 | 65779 | 28486 | 74317 | 74317 | 62864 |
Largest Losing Trade | -181906 | -26747 | -181906 | -181906 | -137090 | -181906 |
Avg Bars in Trades | 101 | 109 | 93 | 101 | 109 | 93 |
Avg Bars in Winners | 70 | 78 | 63 | 164 | 167 | 160 |
Avg Bars in Losers | 168 | 167 | 170 | 74 | 78 | 71 |
Bars Traded | 7111 | 3822 | 3289 | 7111 | 3822 | 3289 |
Profit Streak | 24.7747 | 24.7747 | 68.608 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124102 | 487748 | -577040 | -685666 | -585232 | -605787 |
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{ "first_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 1.43286 } }, "second_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } } }
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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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