Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435133.8833 | 294063.8273 | 141070.056 | 555370.374 | 280466.9122 | 274903.4619 |
Total P&L (%) | 435.1339 | 294.0638 | 141.0701 | 555.3704 | 280.4669 | 274.9035 |
Avg Daily Profit (%) | 0.2308 | 0.156 | 0.0748 | 0.0998 | 0.0709 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110082 | -71793 | -49591 | -317998 | -233498 | -231751 |
Profit Factor | 1.9206 | 2.4865 | 1.5132 | 1.3905 | 1.4853 | 1.3256 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 54.5455 | 50 | 58.9744 | 54.5455 | 50 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.6005 | 2.4865 | 1.0527 | 1.1587 | 1.4853 | 0.9221 |
Largest Winning Trade | 137746 | 137746 | 65795 | 304395 | 304395 | 266889 |
Largest Losing Trade | -49591 | -33101 | -49591 | -205467 | -116127 | -205467 |
Avg Bars in Trades | 94 | 71 | 116 | 94 | 71 | 116 |
Avg Bars in Winners | 92 | 57 | 120 | 92 | 57 | 120 |
Avg Bars in Losers | 97 | 85 | 110 | 97 | 85 | 110 |
Bars Traded | 7265 | 2721 | 4544 | 7265 | 2721 | 4544 |
Profit Streak | 28.3279 | 0 | 81.3279 | 28.3279 | 0 | 81.3279 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33616 | 431899 | -89084 | -103852 | -97026 | -98174 |
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{ "first_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 1.251 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 1.251 } } }
# | 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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