Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2773327.6197 | 2626012.9343 | 147314.6854 | 10054449.845 | 6542173.1596 | 3512276.6854 |
Total P&L (%) | 2773.3276 | 2626.0129 | 147.3147 | 10054.4498 | 6542.1732 | 3512.2767 |
Avg Daily Profit (%) | 1.3314 | 1.2606 | 0.0707 | 0.2221 | 0.2016 | 0.1723 |
Buy And Hold Return (%) | 393.0656 | 393.0656 | 393.0656 | 393.0656 | 393.0656 | 393.0656 |
Max Trade Drawdown | -110206 | -76521 | -76512 | -10633115 | -7110591 | -9367079 |
Profit Factor | 4.4343 | 8.0539 | 1.3384 | 1.1805 | 1.249 | 1.1194 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 39.8907 | 34.0659 | 45.6522 | 39.8907 | 34.0659 | 45.6522 |
Ratio Avg Win / Avg Loss | 6.6818 | 15.5882 | 1.5934 | 1.7789 | 2.4175 | 1.3326 |
Largest Winning Trade | 2416993 | 2416993 | 48047 | 5656109 | 5656109 | 3404680 |
Largest Losing Trade | -31508 | -31508 | -26665 | -3148025 | -2826612 | -3148025 |
Avg Bars in Trades | 134 | 128 | 139 | 134 | 128 | 139 |
Avg Bars in Winners | 216 | 224 | 211 | 216 | 224 | 211 |
Avg Bars in Losers | 79 | 78 | 79 | 79 | 78 | 79 |
Bars Traded | 24561 | 11684 | 12876 | 24561 | 11684 | 12876 |
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 | 649232 | 553452 | -264860 | -15570 | 87395 | -83413 |
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{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 1.49789 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 1.49789 } } }
# | 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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