Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705383.6216 | 748835.0548 | -43451.4331 | 42151.0688 | 220785.9683 | -178634.8995 |
Total P&L (%) | 705.3836 | 748.8351 | -43.4514 | 42.1511 | 220.786 | -178.6349 |
Avg Daily Profit (%) | 0.383 | 0.4066 | -0.0236 | 0.0191 | 0.0633 | 0 |
Buy And Hold Return (%) | 131.4218 | 131.4218 | 131.4218 | 131.4218 | 131.4218 | 131.4218 |
Max Trade Drawdown | -170336 | -145133 | -69802 | -1301450 | -1072972 | -262696 |
Profit Factor | 2.2985 | 2.7866 | 0.6498 | 1.0177 | 1.1208 | 0.6778 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 37.6344 | 34.7826 | 40.4255 | 37.6344 | 34.7826 | 40.4255 |
Ratio Avg Win / Avg Loss | 3.809 | 5.2249 | 0.9576 | 1.6865 | 2.1015 | 0.9989 |
Largest Winning Trade | 676626 | 676626 | 12133 | 755240 | 755240 | 98443 |
Largest Losing Trade | -41107 | -41107 | -15813 | -291850 | -291850 | -184185 |
Avg Bars in Trades | 115 | 224 | 9 | 115 | 224 | 9 |
Avg Bars in Winners | 179 | 376 | 12 | 179 | 376 | 12 |
Avg Bars in Losers | 77 | 142 | 7 | 77 | 142 | 7 |
Bars Traded | 10768 | 10309 | 459 | 10768 | 10309 | 459 |
Profit Streak | 0 | 7.1913 | 0 | 0 | 7.1913 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299846 | 327297 | -584142 | -537628 | -209099 | -584142 |
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{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 4.83744 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 4.83744 } } }
# | 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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