Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1599915.5838 | 1656336.8322 | -56421.2484 | 62907.5211 | 692722.7008 | -629815.1796 |
Total P&L (%) | 1599.9156 | 1656.3368 | -56.4212 | 62.9075 | 692.7227 | -629.8152 |
Avg Daily Profit (%) | 0.7051 | 0.73 | -0.0249 | 0.0215 | 0.0913 | 0 |
Buy And Hold Return (%) | 344.0789 | 344.0789 | 344.0789 | 344.0789 | 344.0789 | 344.0789 |
Max Trade Drawdown | -224183 | -173537 | -68091 | -3596346 | -2523195 | -1073150 |
Profit Factor | 3.5855 | 4.9388 | 0.7155 | 1.0121 | 1.1853 | 0.5662 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 43.4211 | 39.4737 | 47.3684 | 43.4211 | 39.4737 | 47.3684 |
Ratio Avg Win / Avg Loss | 4.672 | 7.5728 | 0.795 | 1.3188 | 1.8175 | 0.6291 |
Largest Winning Trade | 1488998 | 1488998 | 30245 | 3118732 | 3118732 | 431053 |
Largest Losing Trade | -55338 | -55338 | -36074 | -1100232 | -1100232 | -389135 |
Avg Bars in Trades | 115 | 211 | 19 | 115 | 211 | 19 |
Avg Bars in Winners | 178 | 364 | 23 | 178 | 364 | 23 |
Avg Bars in Losers | 67 | 112 | 16 | 67 | 112 | 16 |
Bars Traded | 8808 | 8055 | 752 | 8808 | 8055 | 752 |
Profit Streak | 5.2838 | 0 | 97.2838 | 5.2838 | 0 | 97.2838 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38157 | 530576 | -580950 | -592723 | -97142 | -580950 |
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{ "first_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 244, "offset": 0, "std": 2.49539 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 244, "offset": 0, "std": 2.49539 } } }
# | 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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