Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153411.2677 | 194935.1294 | -41523.8617 | -37225.5103 | 12264.8465 | -49490.3568 |
Total P&L (%) | 153.4113 | 194.9351 | -41.5239 | -37.2255 | 12.2648 | -49.4904 |
Avg Daily Profit (%) | 0.1261 | 0.1603 | -0.0341 | -0.0383 | 0.0095 | -0.0561 |
Buy And Hold Return (%) | 22.0578 | 22.0578 | 22.0578 | 22.0578 | 22.0578 | 22.0578 |
Max Trade Drawdown | -132699 | -54671 | -161917 | -81964 | -32993 | -90043 |
Profit Factor | 1.3331 | 2.0246 | 0.8464 | 0.8517 | 1.1126 | 0.6518 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.4284 | 2.1692 | 0.9068 | 0.9125 | 1.1921 | 0.6983 |
Largest Winning Trade | 121684 | 121684 | 52023 | 31702 | 31702 | 18804 |
Largest Losing Trade | -46981 | -37716 | -46981 | -45220 | -30093 | -45220 |
Avg Bars in Trades | 60 | 53 | 66 | 60 | 53 | 66 |
Avg Bars in Winners | 73 | 64 | 82 | 73 | 64 | 82 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 3488 | 1555 | 1933 | 3488 | 1555 | 1933 |
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 | -204552 | 374528 | -581503 | -760948 | -443260 | -581503 |
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{ "first_band": { "type": "wma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 47, "offset": 0, "std": 2.42147 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 47, "offset": 0, "std": 2.42147 } } }
# | 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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