Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1196714.0521 | 135747.735 | -1332461.7871 | 2128032.3292 | -1064421.6112 | 3192453.9404 |
Total P&L (%) | -1196.7141 | 135.7477 | -1332.4618 | 2128.0323 | -1064.4216 | 3192.4539 |
Avg Daily Profit (%) | -0.6647 | 0.0754 | -0.7402 | 0.1726 | 0 | 0.1943 |
Buy And Hold Return (%) | 279.589 | 279.589 | 279.589 | 279.589 | 279.589 | 279.589 |
Max Trade Drawdown | -1403124 | -126791 | -1549007 | -2435703 | -2718006 | -1802698 |
Profit Factor | 0.4276 | 1.4376 | 0.2516 | 1.2058 | 0.8054 | 1.6555 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 64 | 29 | 35 | 60 | 25 | 35 |
Losing Trades | 35 | 20 | 15 | 39 | 24 | 15 |
Profitability (%) | 64.6465 | 59.1837 | 70 | 60.6061 | 51.0204 | 70 |
Ratio Avg Win / Avg Loss | 0.2338 | 0.9915 | 0.1078 | 0.7838 | 0.7732 | 0.7095 |
Largest Winning Trade | 52205 | 52205 | 38659 | 1517145 | 731116 | 1517145 |
Largest Losing Trade | -1300192 | -56247 | -1300192 | -1802698 | -1449962 | -1802698 |
Avg Bars in Trades | 70 | 74 | 67 | 70 | 74 | 67 |
Avg Bars in Winners | 47 | 46 | 47 | 54 | 53 | 55 |
Avg Bars in Losers | 113 | 114 | 112 | 94 | 94 | 93 |
Bars Traded | 6982 | 3628 | 3354 | 6982 | 3628 | 3354 |
Profit Streak | 68.5271 | 92.7771 | 68.5271 | 68.5271 | 92.7771 | 68.5271 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577183 | -256539 | -757271 | 313772 | -579590 | -168146 |
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 4.90329 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 4.90329 } } }
# | 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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