Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103776.4396 | 1207063.832 | -103287.3923 | -22083.0467 | 472359.0498 | -494442.0965 |
Total P&L (%) | 1103.7764 | 1207.0638 | -103.2874 | -22.083 | 472.3591 | -494.4421 |
Avg Daily Profit (%) | 0.6093 | 0.6663 | -0.057 | -0.0138 | 0.0964 | 0 |
Buy And Hold Return (%) | 480.5935 | 480.5935 | 480.5935 | 480.5935 | 480.5935 | 480.5935 |
Max Trade Drawdown | -219583 | -140873 | -118054 | -892419 | -798966 | -538014 |
Profit Factor | 2.1453 | 2.9296 | 0.6946 | 0.9936 | 1.2066 | 0.5745 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 42.6036 | 39.2857 | 45.8824 | 42.6036 | 39.2857 | 45.8824 |
Ratio Avg Win / Avg Loss | 2.8901 | 4.5276 | 0.8193 | 1.3386 | 1.8647 | 0.6777 |
Largest Winning Trade | 730894 | 730894 | 19170 | 655346 | 655346 | 64798 |
Largest Losing Trade | -43452 | -43452 | -40277 | -259742 | -259742 | -244409 |
Avg Bars in Trades | 61 | 98 | 25 | 61 | 98 | 25 |
Avg Bars in Winners | 82 | 147 | 26 | 82 | 147 | 26 |
Avg Bars in Losers | 46 | 66 | 24 | 46 | 66 | 24 |
Bars Traded | 10439 | 8288 | 2151 | 10439 | 8288 | 2151 |
Profit Streak | 0 | 77.7815 | 0 | 0 | 77.7815 | 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 | 313728 | 364835 | -582428 | -581102 | -233427 | -582428 |
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{ "first_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 0, "std": 1.14267 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 0, "std": 1.14267 } } }
# | 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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