Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925462.1003 | 801233.917 | 124228.1832 | 8438545.019 | 10424822.341 | -1986277.322 |
Total P&L (%) | 925.4621 | 801.2339 | 124.2282 | 8438.545 | 10424.8223 | -1986.2773 |
Avg Daily Profit (%) | 0.3701 | 0.3204 | 0.0497 | 0.178 | 0.1864 | 0 |
Buy And Hold Return (%) | 759.2887 | 759.2887 | 759.2887 | 759.2887 | 759.2887 | 759.2887 |
Max Trade Drawdown | -90443 | -51562 | -67432 | -3585527 | -1010597 | -5085470 |
Profit Factor | 2.7047 | 4.4048 | 1.4039 | 1.7177 | 3.4007 | 0.7322 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 54.8077 | 53.8462 | 55.7692 | 54.8077 | 53.8462 | 55.7692 |
Ratio Avg Win / Avg Loss | 2.2302 | 3.7755 | 1.1134 | 1.4163 | 2.9148 | 0.5807 |
Largest Winning Trade | 351985 | 351985 | 40740 | 6437754 | 6437754 | 926601 |
Largest Losing Trade | -67432 | -23010 | -67432 | -2806553 | -778974 | -2806553 |
Avg Bars in Trades | 46 | 50 | 42 | 46 | 50 | 42 |
Avg Bars in Winners | 58 | 65 | 51 | 58 | 65 | 51 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 4850 | 2617 | 2233 | 4850 | 2617 | 2233 |
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 | -82138 | -311722 | -470931 | 392183 | -165132 | -760085 |
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{ "first_band": { "type": "bbm", "factors": { "length": 70, "offset": 0, "std": 2.177 } }, "second_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 70, "offset": 0, "std": 2.177 } }, "second_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } } }
# | 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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