Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364324.4008 | 357050.2586 | 7274.1422 | -10220.4455 | 138433.7231 | -148654.1686 |
Total P&L (%) | 364.3244 | 357.0503 | 7.2741 | -10.2204 | 138.4337 | -148.6542 |
Avg Daily Profit (%) | 0.1531 | 0.1501 | 0.0031 | -0.0045 | 0.0365 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247597 | -139109 | -176743 | -265989 | -96940 | -185416 |
Profit Factor | 1.3225 | 1.6504 | 1.0125 | 0.9884 | 1.3518 | 0.6952 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 50.8772 | 48.8372 | 52.9412 | 50.8772 | 48.8372 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.2769 | 1.729 | 0.9 | 0.9543 | 1.4162 | 0.618 |
Largest Winning Trade | 88327 | 88327 | 52104 | 94313 | 76363 | 94313 |
Largest Losing Trade | -56134 | -47884 | -56134 | -81545 | -81545 | -71359 |
Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Winners | 58 | 62 | 55 | 58 | 62 | 55 |
Avg Bars in Losers | 50 | 50 | 49 | 50 | 50 | 49 |
Bars Traded | 9311 | 4860 | 4451 | 9311 | 4860 | 4451 |
Profit Streak | 15.4186 | 117.1686 | 0 | 15.4186 | 117.1686 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325218 | 392242 | -562867 | -579185 | -143131 | -580723 |
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 23 } }, "second_band": { "type": "bbm", "factors": { "length": 176, "offset": 0, "std": 4.49501 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 23 } }, "second_band": { "type": "bbm", "factors": { "length": 176, "offset": 0, "std": 4.49501 } } }
# | 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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