Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2179546.7704 | 2013473.6701 | 166073.1003 | 6050776.0286 | -1826487.3933 | 7877263.4218 |
Total P&L (%) | 2179.5468 | 2013.4737 | 166.0731 | 6050.776 | -1826.4874 | 7877.2634 |
Avg Daily Profit (%) | 1.1786 | 1.0888 | 0.0898 | 0.223 | 0 | 0.2371 |
Buy And Hold Return (%) | 74.7005 | 74.7005 | 74.7005 | 74.7005 | 74.7005 | 74.7005 |
Max Trade Drawdown | -92873 | -105203 | -29322 | -5815542 | -6942395 | -2279539 |
Profit Factor | 6.9694 | 9.6011 | 2.2675 | 1.2989 | 0.8666 | 2.203 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 38.0282 | 27.7778 | 48.5714 | 38.0282 | 27.7778 | 48.5714 |
Ratio Avg Win / Avg Loss | 11.3575 | 24.963 | 2.4008 | 2.1168 | 2.2532 | 2.3326 |
Largest Winning Trade | 1845964 | 1845964 | 62298 | 3952363 | 3952363 | 3413669 |
Largest Losing Trade | -18331 | -18331 | -17835 | -1372331 | -1372331 | -919558 |
Avg Bars in Trades | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Winners | 130 | 163 | 111 | 130 | 163 | 111 |
Avg Bars in Losers | 41 | 42 | 39 | 41 | 42 | 39 |
Bars Traded | 5344 | 2736 | 2608 | 5344 | 2736 | 2608 |
Profit Streak | 0 | 0 | 49.3488 | 0 | 0 | 49.3488 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73910 | 157347 | -73729 | -86510 | -595574 | 466978 |
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{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 1.28274 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 1.28274 } } }
# | 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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