Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861055.5957 | 880123.4643 | -19067.8686 | -84.7578 | -141966.9201 | 141882.1622 |
Total P&L (%) | 861.0556 | 880.1235 | -19.0679 | -0.0848 | -141.9669 | 141.8822 |
Avg Daily Profit (%) | 0.4624 | 0.4726 | -0.0102 | 0 | 0 | 0.0474 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239841 | -198767 | -41073 | -2831214 | -2644714 | -189301 |
Profit Factor | 2.7438 | 3.069 | 0.7213 | 1 | 0.9563 | 1.4966 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 38.806 | 39.3939 | 38.2353 | 38.806 | 39.3939 | 38.2353 |
Ratio Avg Win / Avg Loss | 4.3267 | 4.7216 | 1.1652 | 1.5769 | 1.4713 | 2.4176 |
Largest Winning Trade | 768024 | 768024 | 9608 | 1900721 | 1900721 | 191400 |
Largest Losing Trade | -47844 | -47844 | -10951 | -824339 | -824339 | -41130 |
Avg Bars in Trades | 306 | 608 | 13 | 306 | 608 | 13 |
Avg Bars in Winners | 427 | 839 | 15 | 427 | 839 | 15 |
Avg Bars in Losers | 230 | 458 | 12 | 230 | 458 | 12 |
Bars Traded | 20554 | 20083 | 471 | 20554 | 20083 | 471 |
Profit Streak | 190.5093 | 190.5093 | 206.3426 | 190.5093 | 190.5093 | 206.3426 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108703 | 469992 | -582066 | -702219 | -582286 | -130111 |
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{ "first_band": { "type": "wma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 63, "offset": 0, "std": 2.95874 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 63, "offset": 0, "std": 2.95874 } } }
# | 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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