Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216931.8611 | 1128893.3077 | 88038.5535 | 5495989.7677 | 4866142.8518 | 629846.9159 |
Total P&L (%) | 1216.9319 | 1128.8933 | 88.0386 | 5495.9898 | 4866.1429 | 629.8469 |
Avg Daily Profit (%) | 0.6682 | 0.6198 | 0.0483 | 0.2212 | 0.2146 | 0.1092 |
Buy And Hold Return (%) | 746.5951 | 746.5951 | 746.5951 | 746.5951 | 746.5951 | 746.5951 |
Max Trade Drawdown | -82180 | -66842 | -63323 | -2171875 | -1393028 | -1020708 |
Profit Factor | 4.6303 | 7.4715 | 1.5476 | 1.975 | 2.6821 | 1.2295 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 41.6667 | 40 | 43.3333 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.4825 | 11.2072 | 2.0238 | 2.765 | 4.0232 | 1.6078 |
Largest Winning Trade | 579259 | 579259 | 72979 | 3312166 | 3312166 | 1488854 |
Largest Losing Trade | -29340 | -22540 | -29340 | -685233 | -685233 | -606547 |
Avg Bars in Trades | 174 | 161 | 186 | 174 | 161 | 186 |
Avg Bars in Winners | 267 | 266 | 268 | 267 | 266 | 268 |
Avg Bars in Losers | 107 | 91 | 124 | 107 | 91 | 124 |
Bars Traded | 10446 | 4848 | 5598 | 10446 | 4848 | 5598 |
Profit Streak | 18.2388 | 0 | 66.0722 | 18.2388 | 0 | 66.0722 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166247 | 218734 | -293094 | -164483 | 324781 | -213482 |
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{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 176 } }, "second_band": { "type": "bbm", "factors": { "length": 16, "offset": 174, "std": 2.49274 } } }
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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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