Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221911.4467 | 63235.8519 | 158675.5948 | -13775.9504 | -123318.6279 | 109542.6775 |
Total P&L (%) | 221.9114 | 63.2359 | 158.6756 | -13.776 | -123.3186 | 109.5427 |
Avg Daily Profit (%) | 0.1503 | 0.0428 | 0.1075 | -0.01 | 0 | 0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151517 | -140012 | -76460 | -451204 | -313592 | -249581 |
Profit Factor | 1.2625 | 1.1253 | 1.4656 | 0.9925 | 0.8857 | 1.1444 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 69.3548 | 63.4409 | 75.2688 | 69.3548 | 63.4409 | 75.2688 |
Ratio Avg Win / Avg Loss | 0.5578 | 0.6485 | 0.4816 | 0.4385 | 0.5104 | 0.376 |
Largest Winning Trade | 52631 | 52631 | 22917 | 80975 | 80975 | 44044 |
Largest Losing Trade | -62444 | -51874 | -62444 | -204290 | -148449 | -204290 |
Avg Bars in Trades | 94 | 105 | 83 | 94 | 105 | 83 |
Avg Bars in Winners | 51 | 49 | 52 | 51 | 49 | 52 |
Avg Bars in Losers | 192 | 203 | 175 | 192 | 203 | 175 |
Bars Traded | 17546 | 9823 | 7723 | 17546 | 9823 | 7723 |
Profit Streak | 10.2626 | 17.8459 | 10.2626 | 10.2626 | 17.8459 | 10.2626 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358834 | -218239 | -46189 | -576194 | -578498 | -185437 |
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{ "first_band": { "type": "wma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 142, "offset": 0, "std": 2.92671 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 142, "offset": 0, "std": 2.92671 } } }
# | 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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