Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477073.4239 | 545561.3488 | -68487.9249 | -96351.9429 | -95355.1961 | -996.7469 |
Total P&L (%) | 477.0734 | 545.5613 | -68.4879 | -96.3519 | -95.3552 | -0.9967 |
Avg Daily Profit (%) | 0.2536 | 0.29 | -0.0364 | -0.1758 | -0.163 | -0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275289 | -222618 | -118214 | -119839 | -111725 | -37142 |
Profit Factor | 1.2124 | 1.3132 | 0.8642 | 0.8425 | 0.807 | 0.9915 |
Total Trades | 743 | 371 | 372 | 743 | 371 | 372 |
Winning Trades | 308 | 136 | 172 | 308 | 136 | 172 |
Losing Trades | 435 | 235 | 200 | 435 | 235 | 200 |
Profitability (%) | 41.4536 | 36.6577 | 46.2366 | 41.4536 | 36.6577 | 46.2366 |
Ratio Avg Win / Avg Loss | 1.7123 | 2.2691 | 1.0049 | 1.1898 | 1.3945 | 1.1529 |
Largest Winning Trade | 523116 | 523116 | 15036 | 57266 | 57266 | 15865 |
Largest Losing Trade | -49892 | -49892 | -24554 | -49935 | -49935 | -17542 |
Avg Bars in Trades | 30 | 57 | 2 | 30 | 57 | 2 |
Avg Bars in Winners | 41 | 91 | 2 | 41 | 91 | 2 |
Avg Bars in Losers | 21 | 38 | 2 | 21 | 38 | 2 |
Bars Traded | 22348 | 21425 | 922 | 22348 | 21425 | 922 |
Profit Streak | 17.2476 | 0 | 23.1643 | 17.2476 | 0 | 23.1643 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355155 | 226004 | -578361 | -577984 | -582916 | -578361 |
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{ "first_band": { "type": "wma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 4.48599 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 4.48599 } } }
# | 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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