Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558320.3594 | 487988.3032 | 70332.0561 | 1268325.2236 | 1015313.5561 | 253011.6675 |
Total P&L (%) | 558.3204 | 487.9883 | 70.3321 | 1268.3252 | 1015.3136 | 253.0117 |
Avg Daily Profit (%) | 0.297 | 0.2596 | 0.0374 | 0.1393 | 0.1284 | 0.0671 |
Buy And Hold Return (%) | 192.1929 | 192.1929 | 192.1929 | 192.1929 | 192.1929 | 192.1929 |
Max Trade Drawdown | -95670 | -112430 | -36286 | -728068 | -669789 | -402552 |
Profit Factor | 2.0571 | 2.5613 | 1.3262 | 1.406 | 1.5755 | 1.186 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 48.2993 | 49.3151 | 47.2973 | 48.2993 | 49.3151 | 47.2973 |
Ratio Avg Win / Avg Loss | 2.202 | 2.6324 | 1.4778 | 1.505 | 1.6193 | 1.3216 |
Largest Winning Trade | 319091 | 319091 | 24930 | 386130 | 386130 | 224354 |
Largest Losing Trade | -24493 | -24493 | -14727 | -165608 | -159901 | -165608 |
Avg Bars in Trades | 74 | 113 | 35 | 74 | 113 | 35 |
Avg Bars in Winners | 107 | 175 | 37 | 107 | 175 | 37 |
Avg Bars in Losers | 43 | 53 | 33 | 43 | 53 | 33 |
Bars Traded | 10923 | 8302 | 2621 | 10923 | 8302 | 2621 |
Profit Streak | 0 | 193.6344 | 0 | 0 | 193.6344 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335144 | -61345 | -373959 | -5381 | -90310 | -252040 |
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{ "first_band": { "type": "wma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 3.07177 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 3.07177 } } }
# | 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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