Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649043.4239 | 1639720.5727 | 9322.8512 | 481333.2128 | 517143.329 | -35810.1162 |
Total P&L (%) | 1649.0434 | 1639.7206 | 9.3229 | 481.3332 | 517.1433 | -35.8101 |
Avg Daily Profit (%) | 0.7286 | 0.7245 | 0.0041 | 0.0778 | 0.0804 | -0.0196 |
Buy And Hold Return (%) | 393.3427 | 393.3427 | 393.3427 | 393.3427 | 393.3427 | 393.3427 |
Max Trade Drawdown | -152983 | -147611 | -38085 | -5353491 | -4401050 | -1426947 |
Profit Factor | 3.8053 | 5.3315 | 1.0445 | 1.0452 | 1.0739 | 0.9902 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 51.6854 | 46.6667 | 56.8182 | 51.6854 | 46.6667 | 56.8182 |
Ratio Avg Win / Avg Loss | 3.5571 | 6.0932 | 0.7939 | 0.977 | 1.2273 | 0.7525 |
Largest Winning Trade | 1390625 | 1390625 | 25743 | 2937582 | 2937582 | 907675 |
Largest Losing Trade | -48872 | -48872 | -34005 | -1599083 | -1599083 | -953795 |
Avg Bars in Trades | 98 | 173 | 22 | 98 | 173 | 22 |
Avg Bars in Winners | 129 | 251 | 26 | 129 | 251 | 26 |
Avg Bars in Losers | 66 | 105 | 17 | 66 | 105 | 17 |
Bars Traded | 8796 | 7812 | 984 | 8796 | 7812 | 984 |
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 | 643663 | 621220 | -525062 | -357289 | -293494 | -579557 |
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 3.51036 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 3.51036 } } }
# | 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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