Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971949.0405 | 983299.1966 | -11350.1561 | 106851.4902 | 63705.8977 | 43145.5925 |
Total P&L (%) | 971.949 | 983.2992 | -11.3502 | 106.8515 | 63.7059 | 43.1456 |
Avg Daily Profit (%) | 0.5258 | 0.5319 | -0.0061 | 0.0393 | 0.0267 | 0.0194 |
Buy And Hold Return (%) | 144.0957 | 144.0957 | 144.0957 | 144.0957 | 144.0957 | 144.0957 |
Max Trade Drawdown | -155607 | -122121 | -99309 | -1831849 | -1439680 | -753230 |
Profit Factor | 2.2012 | 3.4409 | 0.9721 | 1.021 | 1.0231 | 1.0185 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 48.1203 | 41.791 | 54.5455 | 48.1203 | 41.791 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3731 | 4.7927 | 0.8101 | 1.1007 | 1.425 | 0.8487 |
Largest Winning Trade | 925137 | 925137 | 48256 | 776335 | 776335 | 503497 |
Largest Losing Trade | -57050 | -29822 | -57050 | -554835 | -554835 | -436291 |
Avg Bars in Trades | 81 | 81 | 80 | 81 | 81 | 80 |
Avg Bars in Winners | 110 | 124 | 99 | 110 | 124 | 99 |
Avg Bars in Losers | 53 | 49 | 58 | 53 | 49 | 58 |
Bars Traded | 10783 | 5439 | 5344 | 10783 | 5439 | 5344 |
Profit Streak | 0 | 0 | 55.873 | 0 | 0 | 55.873 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520644 | -102812 | -703807 | -503998 | -638346 | -657606 |
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 2.79335 } } }
# | 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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