Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349029.3611 | 1318832.0733 | 30197.2878 | 1036187.9885 | 488520.4522 | 547667.5362 |
Total P&L (%) | 1349.0294 | 1318.8321 | 30.1973 | 1036.188 | 488.5205 | 547.6675 |
Avg Daily Profit (%) | 0.5961 | 0.5828 | 0.0133 | 0.1074 | 0.0784 | 0.0826 |
Buy And Hold Return (%) | 549.8612 | 549.8612 | 549.8612 | 549.8612 | 549.8612 | 549.8612 |
Max Trade Drawdown | -96078 | -102731 | -107070 | -1007993 | -989283 | -544601 |
Profit Factor | 3.5882 | 5.7703 | 1.1234 | 1.2463 | 1.2127 | 1.2867 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 35.2941 | 30.2326 | 40.4762 | 35.2941 | 30.2326 | 40.4762 |
Ratio Avg Win / Avg Loss | 6.5783 | 13.3161 | 1.652 | 2.2848 | 2.7984 | 1.8922 |
Largest Winning Trade | 993953 | 993953 | 52683 | 1103617 | 1103617 | 466716 |
Largest Losing Trade | -41291 | -37589 | -41291 | -342698 | -272181 | -342698 |
Avg Bars in Trades | 50 | 59 | 41 | 50 | 59 | 41 |
Avg Bars in Winners | 87 | 117 | 65 | 87 | 117 | 65 |
Avg Bars in Losers | 30 | 34 | 25 | 30 | 34 | 25 |
Bars Traded | 4303 | 2568 | 1735 | 4303 | 2568 | 1735 |
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 | 317699 | 280815 | -428158 | -61408 | -261088 | -250595 |
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{ "first_band": { "type": "wma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 2.23204 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 2.23204 } } }
# | 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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