Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262942.8801 | 277684.8057 | -14741.9256 | -519236.598 | -46898.8109 | -472337.7871 |
Total P&L (%) | 262.9429 | 277.6848 | -14.7419 | -519.2366 | -46.8988 | -472.3378 |
Avg Daily Profit (%) | 0.1418 | 0.1497 | -0.0079 | 0 | -0.0341 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182443 | -138573 | -191375 | -1213414 | -813350 | -636869 |
Profit Factor | 1.3597 | 1.888 | 0.9648 | 0.7855 | 0.9599 | 0.6222 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 54 | 27 | 27 | 46 | 23 | 23 |
Losing Trades | 25 | 12 | 13 | 33 | 16 | 17 |
Profitability (%) | 68.3544 | 69.2308 | 67.5 | 58.2278 | 58.9744 | 57.5 |
Ratio Avg Win / Avg Loss | 0.6295 | 0.8391 | 0.4645 | 0.5635 | 0.6678 | 0.4599 |
Largest Winning Trade | 60652 | 60652 | 42527 | 323602 | 323602 | 86801 |
Largest Losing Trade | -173850 | -60851 | -173850 | -453686 | -273850 | -453686 |
Avg Bars in Trades | 90 | 97 | 84 | 90 | 97 | 84 |
Avg Bars in Winners | 53 | 53 | 53 | 76 | 76 | 77 |
Avg Bars in Losers | 171 | 196 | 149 | 110 | 127 | 93 |
Bars Traded | 7174 | 3803 | 3371 | 7174 | 3803 | 3371 |
Profit Streak | 56.2507 | 88.7507 | 56.2507 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32134 | 400382 | -577500 | -610711 | -579594 | -579777 |
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.76051 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.76051 } } }
# | 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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