Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970813.3595 | 870460.4712 | 100352.8883 | 2069442.6641 | 1391350.0842 | 678092.5799 |
Total P&L (%) | 970.8134 | 870.4605 | 100.3529 | 2069.4427 | 1391.3501 | 678.0926 |
Avg Daily Profit (%) | 0.5263 | 0.4719 | 0.0544 | 0.1669 | 0.1466 | 0.1113 |
Buy And Hold Return (%) | 171.8894 | 171.8894 | 171.8894 | 171.8894 | 171.8894 | 171.8894 |
Max Trade Drawdown | -133624 | -113289 | -57469 | -675905 | -496647 | -686956 |
Profit Factor | 2.7616 | 4.2916 | 1.3501 | 1.6314 | 1.8139 | 1.4325 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 53.9823 | 47.3684 | 60.7143 | 53.9823 | 47.3684 | 60.7143 |
Ratio Avg Win / Avg Loss | 2.3542 | 4.7684 | 0.8736 | 1.3907 | 2.0154 | 0.9269 |
Largest Winning Trade | 700361 | 700361 | 40211 | 773595 | 773595 | 532286 |
Largest Losing Trade | -35050 | -26789 | -35050 | -380884 | -285814 | -380884 |
Avg Bars in Trades | 63 | 62 | 64 | 63 | 62 | 64 |
Avg Bars in Winners | 81 | 92 | 72 | 81 | 92 | 72 |
Avg Bars in Losers | 42 | 35 | 51 | 42 | 35 | 51 |
Bars Traded | 7174 | 3571 | 3602 | 7174 | 3571 | 3602 |
Profit Streak | 0 | 0 | 49.8562 | 0 | 0 | 49.8562 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576407 | -164732 | -465430 | 379779 | -174571 | -225163 |
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{ "first_band": { "type": "pwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 178, "offset": 0, "std": 3.36741 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 178, "offset": 0, "std": 3.36741 } } }
# | 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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