Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227000.9806 | 1212511.3133 | 14489.6673 | 993072.7755 | 1216688.6355 | -223615.86 |
Total P&L (%) | 1227.001 | 1212.5113 | 14.4897 | 993.0728 | 1216.6886 | -223.6159 |
Avg Daily Profit (%) | 0.6744 | 0.6664 | 0.008 | 0.1315 | 0.1418 | 0 |
Buy And Hold Return (%) | 548.0726 | 548.0726 | 548.0726 | 548.0726 | 548.0726 | 548.0726 |
Max Trade Drawdown | -110591 | -117391 | -33369 | -2797902 | -2503274 | -790294 |
Profit Factor | 3.1791 | 3.7934 | 1.1123 | 1.1086 | 1.1716 | 0.8913 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 51.6854 | 45.4545 | 57.7778 | 51.6854 | 45.4545 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.9718 | 4.5521 | 0.8128 | 1.0363 | 1.4059 | 0.6513 |
Largest Winning Trade | 650868 | 650868 | 29885 | 2287008 | 2287008 | 304753 |
Largest Losing Trade | -57448 | -57448 | -16270 | -1217387 | -1217387 | -419905 |
Avg Bars in Trades | 75 | 140 | 12 | 75 | 140 | 12 |
Avg Bars in Winners | 91 | 192 | 13 | 91 | 192 | 13 |
Avg Bars in Losers | 58 | 96 | 10 | 58 | 96 | 10 |
Bars Traded | 6727 | 6165 | 562 | 6727 | 6165 | 562 |
Profit Streak | 0 | 102.187 | 0 | 0 | 102.187 | 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 | 479763 | 443237 | -445258 | -125800 | -41684 | -579426 |
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{ "first_band": { "type": "wma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 169, "offset": 0, "std": 1.77093 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 169, "offset": 0, "std": 1.77093 } } }
# | 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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