Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430623.0416 | 249149.5042 | 181473.5374 | 873955.705 | 686112.1634 | 187843.5416 |
Total P&L (%) | 430.623 | 249.1495 | 181.4735 | 873.9557 | 686.1122 | 187.8435 |
Avg Daily Profit (%) | 0.2559 | 0.148 | 0.1078 | 0.1353 | 0.1226 | 0.0628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85068 | -84260 | -59241 | -1350290 | -407069 | -946930 |
Profit Factor | 1.7081 | 1.7942 | 1.6164 | 1.2634 | 1.4556 | 1.1036 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 42.6573 | 36.1111 | 49.2958 | 42.6573 | 36.1111 | 49.2958 |
Ratio Avg Win / Avg Loss | 2.2962 | 3.1744 | 1.6626 | 1.6983 | 2.5753 | 1.1352 |
Largest Winning Trade | 101870 | 101870 | 53742 | 527360 | 527360 | 324486 |
Largest Losing Trade | -26258 | -20276 | -26258 | -349657 | -166648 | -349657 |
Avg Bars in Trades | 139 | 126 | 152 | 139 | 126 | 152 |
Avg Bars in Winners | 220 | 216 | 223 | 220 | 216 | 223 |
Avg Bars in Losers | 78 | 76 | 82 | 78 | 76 | 82 |
Bars Traded | 19933 | 9137 | 10796 | 19933 | 9137 | 10796 |
Profit Streak | 32.5198 | 32.5198 | 50.6865 | 32.5198 | 32.5198 | 50.6865 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354781 | -76336 | -132219 | -12448 | -111108 | -301796 |
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{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 2.72174 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 2.72174 } } }
# | 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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