Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339958.7917 | 374821.5603 | -34862.7687 | -41449.9456 | 373889.8231 | -415339.7686 |
Total P&L (%) | 339.9588 | 374.8216 | -34.8628 | -41.4499 | 373.8898 | -415.3398 |
Avg Daily Profit (%) | 0.1803 | 0.1988 | -0.0185 | -0.0284 | 0.0825 | 0 |
Buy And Hold Return (%) | 20.0857 | 20.0857 | 20.0857 | 20.0857 | 20.0857 | 20.0857 |
Max Trade Drawdown | -140031 | -143417 | -90161 | -806476 | -615442 | -476543 |
Profit Factor | 1.2728 | 1.38 | 0.8658 | 0.9838 | 1.205 | 0.4398 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 61.4545 | 62.0438 | 60.8696 | 61.4545 | 62.0438 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.7983 | 0.8442 | 0.5566 | 0.6171 | 0.7372 | 0.2828 |
Largest Winning Trade | 61307 | 61307 | 12549 | 317075 | 317075 | 30680 |
Largest Losing Trade | -66838 | -66838 | -45448 | -351527 | -351527 | -201771 |
Avg Bars in Trades | 80 | 158 | 3 | 80 | 158 | 3 |
Avg Bars in Winners | 41 | 80 | 2 | 41 | 80 | 2 |
Avg Bars in Losers | 142 | 285 | 4 | 142 | 285 | 4 |
Bars Traded | 22120 | 21676 | 444 | 22120 | 21676 | 444 |
Profit Streak | 81.1187 | 81.1187 | 142.3687 | 81.1187 | 81.1187 | 142.3687 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359788 | 304009 | -577928 | -576487 | -82992 | -577928 |
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{ "first_band": { "type": "wma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 49, "offset": 0, "std": 2.46526 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 49, "offset": 0, "std": 2.46526 } } }
# | 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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