Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521095.7327 | 459930.0427 | 61165.69 | 432822.7221 | 261137.6461 | 171685.076 |
Total P&L (%) | 521.0957 | 459.93 | 61.1657 | 432.8227 | 261.1376 | 171.6851 |
Avg Daily Profit (%) | 0.281 | 0.248 | 0.033 | 0.0902 | 0.0693 | 0.0539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105485 | -73641 | -162748 | -814693 | -632067 | -503087 |
Profit Factor | 1.5491 | 2.0655 | 1.1182 | 1.0863 | 1.1106 | 1.0646 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 124 | 68 | 56 | 124 | 68 | 56 |
Profitability (%) | 39.8058 | 33.9806 | 45.6311 | 39.8058 | 33.9806 | 45.6311 |
Ratio Avg Win / Avg Loss | 2.3425 | 4.0129 | 1.3323 | 1.6427 | 2.1577 | 1.2685 |
Largest Winning Trade | 202689 | 202689 | 43668 | 339864 | 339864 | 211381 |
Largest Losing Trade | -29433 | -14523 | -29433 | -230847 | -158209 | -230847 |
Avg Bars in Trades | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Winners | 82 | 87 | 79 | 82 | 87 | 79 |
Avg Bars in Losers | 33 | 32 | 35 | 33 | 32 | 35 |
Bars Traded | 10970 | 5246 | 5724 | 10970 | 5246 | 5724 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308185 | 196136 | -241891 | -199882 | -204731 | -272331 |
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{ "first_band": { "type": "wma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 56, "std": 2.42611 } } }
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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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