Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2191466.8178 | 2136360.6674 | 55106.1504 | 39765109.032 | 43515080.8132 | -3749971.7812 |
Total P&L (%) | 2191.4668 | 2136.3607 | 55.1062 | 39765.109 | 43515.0808 | -3749.9718 |
Avg Daily Profit (%) | 1.1653 | 1.136 | 0.0293 | 0.3189 | 0.3237 | 0 |
Buy And Hold Return (%) | 8330.6052 | 8330.6052 | 8330.6052 | 8330.6052 | 8330.6052 | 8330.6052 |
Max Trade Drawdown | -87452 | -61792 | -53645 | -30139611 | -10959938 | -19179673 |
Profit Factor | 7.5694 | 14.0422 | 1.3246 | 1.8877 | 3.4741 | 0.8622 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 54.386 | 55.1724 | 53.5714 | 54.386 | 55.1724 | 53.5714 |
Ratio Avg Win / Avg Loss | 6.3485 | 11.4093 | 1.148 | 1.5832 | 2.8227 | 0.7472 |
Largest Winning Trade | 1352218 | 1352218 | 65923 | 12541659 | 12541659 | 7572451 |
Largest Losing Trade | -50642 | -50642 | -35793 | -19179673 | -10959938 | -19179673 |
Avg Bars in Trades | 187 | 191 | 182 | 187 | 191 | 182 |
Avg Bars in Winners | 259 | 274 | 243 | 259 | 274 | 243 |
Avg Bars in Losers | 101 | 90 | 112 | 101 | 90 | 112 |
Bars Traded | 10682 | 5567 | 5115 | 10682 | 5567 | 5115 |
Profit Streak | 49.3947 | 239.0614 | 0 | 49.3947 | 239.0614 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322134 | -141822 | -339874 | -167264 | 594916 | -601370 |
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{ "first_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 2.54047 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 2.54047 } } }
# | 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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