Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377442.7528 | 295858.494 | 81584.2588 | 71837.4268 | 112004.091 | -40166.6642 |
Total P&L (%) | 377.4428 | 295.8585 | 81.5843 | 71.8374 | 112.0041 | -40.1667 |
Avg Daily Profit (%) | 0.3058 | 0.2397 | 0.0661 | 0.0439 | 0.0609 | -0.0416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119660 | -98704 | -81287 | -275118 | -221216 | -210763 |
Profit Factor | 1.448 | 1.7583 | 1.1804 | 1.048 | 1.1597 | 0.9495 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 66.4975 | 64.2857 | 68.6869 | 66.4975 | 64.2857 | 68.6869 |
Ratio Avg Win / Avg Loss | 0.7296 | 0.9769 | 0.5381 | 0.528 | 0.6443 | 0.4329 |
Largest Winning Trade | 43888 | 43888 | 27552 | 70897 | 67409 | 70897 |
Largest Losing Trade | -76783 | -46706 | -76783 | -178538 | -178538 | -118148 |
Avg Bars in Trades | 73 | 78 | 69 | 73 | 78 | 69 |
Avg Bars in Winners | 51 | 54 | 47 | 51 | 54 | 47 |
Avg Bars in Losers | 118 | 121 | 116 | 118 | 121 | 116 |
Bars Traded | 14533 | 7673 | 6860 | 14533 | 7673 | 6860 |
Profit Streak | 16.6999 | 16.6999 | 41.6166 | 16.6999 | 16.6999 | 41.6166 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449913 | 383341 | -124606 | -299068 | -155953 | -576943 |
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{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 1.30099 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 1.30099 } } }
# | 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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