Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2090950.4214 | 1998164.6309 | 92785.7906 | 5386474.0595 | 6739881.1877 | -1353407.1283 |
Total P&L (%) | 2090.9504 | 1998.1646 | 92.7858 | 5386.4741 | 6739.8812 | -1353.4071 |
Avg Daily Profit (%) | 0.9203 | 0.8795 | 0.0408 | 0.1764 | 0.1861 | 0 |
Buy And Hold Return (%) | 181.7204 | 181.7204 | 181.7204 | 181.7204 | 181.7204 | 181.7204 |
Max Trade Drawdown | -130143 | -108783 | -67309 | -25301682 | -19065076 | -11361092 |
Profit Factor | 4.4505 | 7.423 | 1.3146 | 1.0641 | 1.1447 | 0.9639 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 41.573 | 40 | 43.1818 | 41.573 | 40 | 43.1818 |
Ratio Avg Win / Avg Loss | 6.2547 | 11.1345 | 1.7298 | 1.4954 | 1.7171 | 1.2683 |
Largest Winning Trade | 1479783 | 1479783 | 58442 | 16465037 | 16465037 | 6889385 |
Largest Losing Trade | -33725 | -33725 | -32365 | -6947742 | -6947742 | -5634746 |
Avg Bars in Trades | 146 | 135 | 157 | 146 | 135 | 157 |
Avg Bars in Winners | 247 | 244 | 250 | 247 | 244 | 250 |
Avg Bars in Losers | 74 | 62 | 86 | 74 | 62 | 86 |
Bars Traded | 13010 | 6091 | 6919 | 13010 | 6091 | 6919 |
Profit Streak | 0 | 0 | 171.7781 | 0 | 0 | 171.7781 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 634420 | 645852 | -304472 | -145258 | -56121 | -580736 |
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{ "first_band": { "type": "wma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 1.49435 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 1.49435 } } }
# | 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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