Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624880.634 | 467037.9115 | 157842.7225 | 529927.1281 | -267123.5445 | 797050.6726 |
Total P&L (%) | 624.8806 | 467.0379 | 157.8427 | 529.9271 | -267.1235 | 797.0507 |
Avg Daily Profit (%) | 0.3285 | 0.2456 | 0.083 | 0.0968 | 0 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120252 | -135227 | -41051 | -1926008 | -2082103 | -382137 |
Profit Factor | 2.4359 | 2.714 | 1.9701 | 1.1244 | 0.908 | 1.5881 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 51.6667 | 40 | 63.3333 | 51.6667 | 40 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.2787 | 4.0709 | 1.1406 | 1.0519 | 1.362 | 0.9195 |
Largest Winning Trade | 443245 | 443245 | 52086 | 1022083 | 1022083 | 432194 |
Largest Losing Trade | -46615 | -46615 | -36069 | -657888 | -657888 | -270533 |
Avg Bars in Trades | 119 | 176 | 62 | 119 | 176 | 62 |
Avg Bars in Winners | 154 | 282 | 74 | 154 | 282 | 74 |
Avg Bars in Losers | 81 | 105 | 42 | 81 | 105 | 42 |
Bars Traded | 7155 | 5283 | 1872 | 7155 | 5283 | 1872 |
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 | -159506 | 333073 | -77843 | -320233 | -583047 | -36642 |
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 238, "offset": 0, "std": 1.76097 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 238, "offset": 0, "std": 1.76097 } } }
# | 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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