Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2706337.361 | 2634059.9076 | 72277.4535 | 646252.4775 | 779006.5044 | -132754.0268 |
Total P&L (%) | 2706.3374 | 2634.0599 | 72.2775 | 646.2525 | 779.0065 | -132.754 |
Avg Daily Profit (%) | 1.169 | 1.1378 | 0.0312 | 0.0869 | 0.0939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179588 | -117377 | -109904 | -3450835 | -2552971 | -1404888 |
Profit Factor | 3.2599 | 5.1957 | 1.1269 | 1.0497 | 1.1088 | 0.9773 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 91 | 38 | 53 | 91 | 38 | 53 |
Losing Trades | 156 | 86 | 70 | 156 | 86 | 70 |
Profitability (%) | 36.8421 | 30.6452 | 43.0894 | 36.8421 | 30.6452 | 43.0894 |
Ratio Avg Win / Avg Loss | 5.5883 | 11.7587 | 1.4883 | 1.7994 | 2.5095 | 1.2908 |
Largest Winning Trade | 2308497 | 2308497 | 82754 | 2215870 | 2215870 | 674867 |
Largest Losing Trade | -34757 | -34757 | -34755 | -607155 | -607155 | -539643 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 62 | 80 | 48 | 62 | 80 | 48 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 8961 | 5087 | 3874 | 8961 | 5087 | 3874 |
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 | 572157 | 491249 | -235080 | -245181 | -174585 | -582026 |
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{ "first_band": { "type": "wma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 3.02294 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 3.02294 } } }
# | 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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