Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297175.4698 | 195256.7922 | 101918.6775 | 125551.7866 | -49805.6223 | 175357.4089 |
Total P&L (%) | 297.1755 | 195.2568 | 101.9187 | 125.5518 | -49.8056 | 175.3574 |
Avg Daily Profit (%) | 0.1549 | 0.1018 | 0.0531 | 0.0424 | -0.0359 | 0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131468 | -71803 | -100231 | -901315 | -422122 | -628104 |
Profit Factor | 1.5647 | 1.7122 | 1.4043 | 1.0436 | 0.9653 | 1.1217 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 49.5146 | 43.1373 | 55.7692 | 49.5146 | 43.1373 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.5954 | 2.257 | 1.1137 | 1.0641 | 1.2725 | 0.8896 |
Largest Winning Trade | 206627 | 206627 | 37072 | 276096 | 276096 | 206803 |
Largest Losing Trade | -51711 | -27354 | -51711 | -461763 | -280756 | -461763 |
Avg Bars in Trades | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Winners | 41 | 60 | 26 | 41 | 60 | 26 |
Avg Bars in Losers | 29 | 33 | 24 | 29 | 33 | 24 |
Bars Traded | 3639 | 2297 | 1342 | 3639 | 2297 | 1342 |
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 | 364819 | -236549 | -300264 | -308712 | -761835 | -389779 |
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{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 221, "offset": 0, "std": 3.10451 } } }
# | 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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