Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473179.4173 | 1479945.0541 | -6765.6368 | 529403.5032 | 2544470.0744 | -2015066.5711 |
Total P&L (%) | 1473.1794 | 1479.9451 | -6.7656 | 529.4035 | 2544.4701 | -2015.0666 |
Avg Daily Profit (%) | 0.7852 | 0.7888 | -0.0036 | 0.0981 | 0.1747 | 0 |
Buy And Hold Return (%) | 671.9769 | 671.9769 | 671.9769 | 671.9769 | 671.9769 | 671.9769 |
Max Trade Drawdown | -251199 | -233267 | -84348 | -7722473 | -6055542 | -2714027 |
Profit Factor | 2.7128 | 3.9671 | 0.9813 | 1.0378 | 1.3165 | 0.6623 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 40.8759 | 33.8235 | 47.8261 | 40.8759 | 33.8235 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.9239 | 7.7616 | 1.0705 | 1.5011 | 2.5757 | 0.7225 |
Largest Winning Trade | 870069 | 870069 | 38761 | 6768117 | 6768117 | 627408 |
Largest Losing Trade | -45769 | -31961 | -45769 | -1689666 | -1435443 | -1689666 |
Avg Bars in Trades | 53 | 78 | 28 | 53 | 78 | 28 |
Avg Bars in Winners | 65 | 117 | 29 | 65 | 117 | 29 |
Avg Bars in Losers | 45 | 59 | 28 | 45 | 59 | 28 |
Bars Traded | 7348 | 5356 | 1992 | 7348 | 5356 | 1992 |
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 | 339219 | -101181 | -681637 | -408402 | -109043 | -683303 |
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{ "first_band": { "type": "wma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 234, "offset": 0, "std": 1.92663 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 234, "offset": 0, "std": 1.92663 } } }
# | 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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