Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562475.7886 | 1611447.791 | -48972.0024 | 127573.0507 | 484675.8259 | -357102.7752 |
Total P&L (%) | 1562.4758 | 1611.4478 | -48.972 | 127.5731 | 484.6758 | -357.1028 |
Avg Daily Profit (%) | 0.8565 | 0.8833 | -0.0268 | 0.0451 | 0.0968 | 0 |
Buy And Hold Return (%) | 644.9882 | 644.9882 | 644.9882 | 644.9882 | 644.9882 | 644.9882 |
Max Trade Drawdown | -296985 | -236571 | -100537 | -1936956 | -1547526 | -537227 |
Profit Factor | 2.1891 | 2.8136 | 0.8849 | 1.0235 | 1.1303 | 0.7921 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 157 | 71 | 86 | 157 | 71 | 86 |
Losing Trades | 212 | 113 | 99 | 212 | 113 | 99 |
Profitability (%) | 42.5474 | 38.587 | 46.4865 | 42.5474 | 38.587 | 46.4865 |
Ratio Avg Win / Avg Loss | 2.956 | 4.4781 | 1.0187 | 1.382 | 1.7989 | 0.9118 |
Largest Winning Trade | 1203496 | 1203496 | 25558 | 933363 | 933363 | 141238 |
Largest Losing Trade | -35713 | -35713 | -15871 | -412355 | -412355 | -217616 |
Avg Bars in Trades | 58 | 101 | 14 | 58 | 101 | 14 |
Avg Bars in Winners | 82 | 162 | 16 | 82 | 162 | 16 |
Avg Bars in Losers | 39 | 63 | 13 | 39 | 63 | 13 |
Bars Traded | 21482 | 18710 | 2772 | 21482 | 18710 | 2772 |
Profit Streak | 0 | 89.8582 | 0 | 0 | 89.8582 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444195 | 446982 | -579786 | -494158 | -308183 | -581453 |
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{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 2.5744 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 2.5744 } } }
# | 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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