Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2776555.581 | 2595880.8128 | 180674.7683 | 9904004.9334 | 10086576.6669 | -182571.7335 |
Total P&L (%) | 2776.5556 | 2595.8808 | 180.6748 | 9904.0049 | 10086.5767 | -182.5717 |
Avg Daily Profit (%) | 1.1937 | 1.116 | 0.0777 | 0.1982 | 0.199 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78597 | -93325 | -81231 | -34333960 | -25960435 | -32920313 |
Profit Factor | 6.7158 | 12.4354 | 1.6982 | 1.0929 | 1.2432 | 0.9972 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 49.1803 | 41.9355 | 56.6667 | 49.1803 | 41.9355 | 56.6667 |
Ratio Avg Win / Avg Loss | 6.9396 | 17.2182 | 1.2986 | 1.1293 | 1.7214 | 0.7626 |
Largest Winning Trade | 2219266 | 2219266 | 79185 | 18096278 | 18096278 | 15734630 |
Largest Losing Trade | -75941 | -33419 | -75941 | -29524877 | -8125674 | -29524877 |
Avg Bars in Trades | 105 | 97 | 113 | 105 | 97 | 113 |
Avg Bars in Winners | 144 | 130 | 155 | 144 | 130 | 155 |
Avg Bars in Losers | 67 | 73 | 58 | 67 | 73 | 58 |
Bars Traded | 6424 | 3019 | 3405 | 6424 | 3019 | 3405 |
Profit Streak | 56.9092 | 56.9092 | 83.2425 | 56.9092 | 56.9092 | 83.2425 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143302 | 696732 | -85756 | -275634 | 225431 | -579403 |
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{ "first_band": { "type": "pwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 119, "offset": 243, "std": 4.67768 } } }
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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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