Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725879.2138 | 423934.8581 | 301944.3557 | 5124528.0533 | 330465.5397 | 4794062.5135 |
Total P&L (%) | 725.8792 | 423.9349 | 301.9444 | 5124.5281 | 330.4655 | 4794.0625 |
Avg Daily Profit (%) | 0.4 | 0.2336 | 0.1664 | 0.2182 | 0.0805 | 0.2146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83149 | -74428 | -63316 | -6487194 | -5468912 | -2314665 |
Profit Factor | 2.125 | 2.1907 | 2.0441 | 1.2461 | 1.0298 | 1.4934 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 66 | 25 | 41 | 66 | 25 | 41 |
Losing Trades | 108 | 62 | 46 | 108 | 62 | 46 |
Profitability (%) | 37.931 | 28.7356 | 47.1264 | 37.931 | 28.7356 | 47.1264 |
Ratio Avg Win / Avg Loss | 3.4773 | 5.433 | 2.2934 | 2.0391 | 2.5538 | 1.6756 |
Largest Winning Trade | 263128 | 263128 | 65508 | 3655394 | 3655394 | 2431866 |
Largest Losing Trade | -18623 | -17194 | -18623 | -1405710 | -1057042 | -1405710 |
Avg Bars in Trades | 123 | 101 | 145 | 123 | 101 | 145 |
Avg Bars in Winners | 223 | 198 | 238 | 223 | 198 | 238 |
Avg Bars in Losers | 62 | 62 | 62 | 62 | 62 | 62 |
Bars Traded | 21473 | 8825 | 12648 | 21473 | 8825 | 12648 |
Profit Streak | 48.6394 | 48.6394 | 56.556 | 48.6394 | 48.6394 | 56.556 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411254 | -1033 | 387399 | 240993 | -285309 | 362944 |
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{ "first_band": { "type": "wma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 196, "offset": 0, "std": 3.33848 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 196, "offset": 0, "std": 3.33848 } } }
# | 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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