Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76760.5161 | 1065.2163 | 75695.2998 | 97802.8712 | 4548.1746 | 93254.6966 |
Total P&L (%) | 76.7605 | 1.0652 | 75.6953 | 97.8029 | 4.5482 | 93.2547 |
Avg Daily Profit (%) | 0.2948 | 0.0041 | 0.2907 | 0.2623 | 0.0171 | 0.2533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20698 | -7387 | -21076 | -40610 | -11377 | -41340 |
Profit Factor | 1.9467 | 1.0521 | 2.2482 | 1.6507 | 1.139 | 1.7931 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 61.7284 | 58.5366 | 65 | 61.7284 | 58.5366 | 65 |
Ratio Avg Win / Avg Loss | 1.2069 | 0.7452 | 1.2106 | 1.0234 | 0.8068 | 0.9655 |
Largest Winning Trade | 11808 | 4385 | 11808 | 15342 | 8732 | 15342 |
Largest Losing Trade | -15384 | -3341 | -15384 | -29723 | -4854 | -29723 |
Avg Bars in Trades | 284 | 5 | 570 | 284 | 5 | 570 |
Avg Bars in Winners | 232 | 3 | 443 | 232 | 3 | 443 |
Avg Bars in Losers | 369 | 8 | 806 | 369 | 8 | 806 |
Bars Traded | 23066 | 237 | 22829 | 23066 | 237 | 22829 |
Profit Streak | 0 | 0 | 13.4373 | 0 | 0 | 13.4373 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4857 | -517430 | 458797 | -5706 | -404772 | 355682 |
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{ "first_band": { "type": "wma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 94, "offset": 0, "std": 2.44703 } } }
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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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