Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585511.3917 | 430815.3433 | 154696.0484 | 1379449.0806 | 665231.6515 | 714217.4292 |
Total P&L (%) | 585.5114 | 430.8153 | 154.696 | 1379.4491 | 665.2317 | 714.2174 |
Avg Daily Profit (%) | 0.3619 | 0.2663 | 0.0956 | 0.1667 | 0.1259 | 0.1297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151006 | -169760 | -110019 | -1690123 | -1684399 | -775356 |
Profit Factor | 1.933 | 2.3621 | 1.497 | 1.2661 | 1.2199 | 1.3307 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 44.0678 | 44.0678 | 44.0678 | 44.0678 | 44.0678 | 44.0678 |
Ratio Avg Win / Avg Loss | 2.4534 | 2.998 | 1.9 | 1.6069 | 1.5483 | 1.689 |
Largest Winning Trade | 189808 | 189808 | 53219 | 1129663 | 1129663 | 503005 |
Largest Losing Trade | -37884 | -34670 | -37884 | -450038 | -450038 | -439837 |
Avg Bars in Trades | 159 | 147 | 170 | 159 | 147 | 170 |
Avg Bars in Winners | 257 | 234 | 280 | 257 | 234 | 280 |
Avg Bars in Losers | 81 | 78 | 85 | 81 | 78 | 85 |
Bars Traded | 18762 | 8674 | 10088 | 18762 | 8674 | 10088 |
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 | 399545 | -166300 | -241916 | 242876 | -202868 | -197071 |
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{ "first_band": { "type": "wma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 228, "offset": 0, "std": 3.78857 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 228, "offset": 0, "std": 3.78857 } } }
# | 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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