Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687468.6162 | 564000.5705 | 123468.0457 | 1102417.867 | 1044044.2733 | 58373.5937 |
Total P&L (%) | 687.4686 | 564.0006 | 123.468 | 1102.4179 | 1044.0443 | 58.3736 |
Avg Daily Profit (%) | 0.4312 | 0.3538 | 0.0774 | 0.1561 | 0.153 | 0.0288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116764 | -74401 | -68511 | -1260221 | -1116560 | -884394 |
Profit Factor | 2.5504 | 3.4844 | 1.5705 | 1.2997 | 1.5343 | 1.0339 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 37.6812 | 31.4286 | 44.1176 | 37.6812 | 31.4286 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.2179 | 7.6024 | 1.9893 | 2.1495 | 3.3475 | 1.3095 |
Largest Winning Trade | 317264 | 317264 | 67226 | 1554485 | 1554485 | 551131 |
Largest Losing Trade | -29649 | -20650 | -29649 | -431169 | -238341 | -431169 |
Avg Bars in Trades | 87 | 71 | 104 | 87 | 71 | 104 |
Avg Bars in Winners | 163 | 148 | 173 | 163 | 148 | 173 |
Avg Bars in Losers | 42 | 36 | 50 | 42 | 36 | 50 |
Bars Traded | 6064 | 2497 | 3567 | 6064 | 2497 | 3567 |
Profit Streak | 0 | 0 | 48.7619 | 0 | 0 | 48.7619 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96191 | 316262 | -88439 | -102212 | 109103 | -340151 |
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{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 1.46135 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 1.46135 } } }
# | 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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