Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504148.2815 | 426200.1591 | 77948.1224 | 245967.0363 | 381999.768 | -136032.7317 |
Total P&L (%) | 504.1483 | 426.2002 | 77.9481 | 245.967 | 381.9998 | -136.0327 |
Avg Daily Profit (%) | 0.2644 | 0.2236 | 0.0409 | 0.0651 | 0.0825 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88845 | -71893 | -110163 | -1860749 | -1221746 | -1978165 |
Profit Factor | 1.8807 | 2.6751 | 1.2451 | 1.0353 | 1.1181 | 0.9636 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.2055 | 44.4444 | 45.9459 | 45.2055 | 44.4444 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.2796 | 3.3439 | 1.4648 | 1.2549 | 1.3976 | 1.1337 |
Largest Winning Trade | 250237 | 250237 | 48211 | 986265 | 986265 | 511562 |
Largest Losing Trade | -74280 | -25461 | -74280 | -1354187 | -539214 | -1354187 |
Avg Bars in Trades | 151 | 135 | 167 | 151 | 135 | 167 |
Avg Bars in Winners | 236 | 209 | 261 | 236 | 209 | 261 |
Avg Bars in Losers | 82 | 76 | 88 | 82 | 76 | 88 |
Bars Traded | 11091 | 4878 | 6212 | 11091 | 4878 | 6212 |
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 | -65983 | 387461 | -140115 | -365852 | -175599 | -580682 |
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 70, "offset": 0, "std": 4.26286 } } }
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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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