Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2423431.5665 | 2481190.0806 | -57758.5141 | 72006.6132 | 563399.1922 | -491392.579 |
Total P&L (%) | 2423.4316 | 2481.1901 | -57.7585 | 72.0066 | 563.3992 | -491.3926 |
Avg Daily Profit (%) | 1.1632 | 1.191 | -0.0277 | 0.026 | 0.0909 | 0 |
Buy And Hold Return (%) | 480.3519 | 480.3519 | 480.3519 | 480.3519 | 480.3519 | 480.3519 |
Max Trade Drawdown | -176600 | -126737 | -97875 | -2720748 | -2265357 | -603384 |
Profit Factor | 3.6738 | 4.5422 | 0.7195 | 1.0136 | 1.133 | 0.5299 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 41.1765 | 36.8421 | 45.4545 | 41.1765 | 36.8421 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.2483 | 7.7866 | 0.8633 | 1.448 | 1.9423 | 0.6359 |
Largest Winning Trade | 2361815 | 2361815 | 17247 | 2750259 | 2750259 | 134083 |
Largest Losing Trade | -55587 | -55587 | -31901 | -1544778 | -1544778 | -437065 |
Avg Bars in Trades | 162 | 305 | 21 | 162 | 305 | 21 |
Avg Bars in Winners | 246 | 523 | 24 | 246 | 523 | 24 |
Avg Bars in Losers | 103 | 177 | 18 | 103 | 177 | 18 |
Bars Traded | 24819 | 23199 | 1620 | 24819 | 23199 | 1620 |
Profit Streak | 104.3844 | 104.3844 | 130.7177 | 104.3844 | 104.3844 | 130.7177 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640904 | -33875 | -622841 | -530595 | -309958 | -622841 |
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{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 58, "offset": 0, "std": 1.32676 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 58, "offset": 0, "std": 1.32676 } } }
# | 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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