Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1656135.6401 | 1646393.6893 | 9741.9508 | 1001418.9778 | 1142580.7321 | -141161.7543 |
Total P&L (%) | 1656.1356 | 1646.3937 | 9.742 | 1001.419 | 1142.5807 | -141.1618 |
Avg Daily Profit (%) | 0.9122 | 0.9069 | 0.0054 | 0.1322 | 0.1389 | 0 |
Buy And Hold Return (%) | 588.6842 | 588.6842 | 588.6842 | 588.6842 | 588.6842 | 588.6842 |
Max Trade Drawdown | -97969 | -123030 | -32520 | -2614000 | -2742386 | -574476 |
Profit Factor | 4.1018 | 4.8431 | 1.0923 | 1.1235 | 1.169 | 0.8953 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 41.791 | 33.3333 | 50 | 41.791 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 5.7132 | 9.6861 | 1.0923 | 1.5649 | 2.338 | 0.8953 |
Largest Winning Trade | 785254 | 785254 | 26106 | 2356914 | 2356914 | 263606 |
Largest Losing Trade | -55207 | -55207 | -12521 | -1244494 | -1244494 | -274978 |
Avg Bars in Trades | 135 | 257 | 16 | 135 | 257 | 16 |
Avg Bars in Winners | 193 | 462 | 18 | 193 | 462 | 18 |
Avg Bars in Losers | 93 | 154 | 14 | 93 | 154 | 14 |
Bars Traded | 9048 | 8491 | 557 | 9048 | 8491 | 557 |
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 | -107347 | 401058 | -470138 | -232987 | -54506 | -580517 |
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 213, "offset": 0, "std": 3.73117 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 213, "offset": 0, "std": 3.73117 } } }
# | 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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