Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269109.4969 | 1199254.0257 | 69855.4712 | 3996567.2052 | 3726245.4963 | 270321.7088 |
Total P&L (%) | 1269.1095 | 1199.254 | 69.8555 | 3996.5672 | 3726.2455 | 270.3217 |
Avg Daily Profit (%) | 0.6984 | 0.66 | 0.0384 | 0.2045 | 0.2008 | 0.0721 |
Buy And Hold Return (%) | 566.0283 | 566.0283 | 566.0283 | 566.0283 | 566.0283 | 566.0283 |
Max Trade Drawdown | -99551 | -67742 | -72801 | -9969669 | -6992634 | -3917508 |
Profit Factor | 3.1107 | 5.3137 | 1.2161 | 1.1678 | 1.3211 | 1.0221 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 41.9048 | 36.5385 | 47.1698 | 41.9048 | 36.5385 | 47.1698 |
Ratio Avg Win / Avg Loss | 4.3126 | 9.2291 | 1.362 | 1.6191 | 2.2945 | 1.1448 |
Largest Winning Trade | 681766 | 681766 | 70977 | 6437889 | 6437889 | 3276826 |
Largest Losing Trade | -26026 | -24017 | -26026 | -2107074 | -2107074 | -1799114 |
Avg Bars in Trades | 199 | 216 | 182 | 199 | 216 | 182 |
Avg Bars in Winners | 317 | 370 | 276 | 317 | 370 | 276 |
Avg Bars in Losers | 114 | 128 | 98 | 114 | 128 | 98 |
Bars Traded | 20940 | 11275 | 9665 | 20940 | 11275 | 9665 |
Profit Streak | 0 | 90.4782 | 0 | 0 | 90.4782 | 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 | 363521 | -170835 | -488912 | -29580 | -175641 | -639810 |
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{ "first_band": { "type": "wma", "factors": { "length": 117, "offset": 134 } }, "second_band": { "type": "bbu", "factors": { "length": 170, "offset": 0, "std": 1.18317 } } }
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# | 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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