Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1553894.7537 | 38229.0202 | -1592123.774 | 1808102.5637 | -24988043.1367 | 26796145.7004 |
Total P&L (%) | -1553.8948 | 38.229 | -1592.1238 | 1808.1026 | -24988.0431 | 26796.1457 |
Avg Daily Profit (%) | -0.6889 | 0.0169 | -0.7059 | 0.1308 | 0 | 0.2483 |
Buy And Hold Return (%) | 488.6555 | 488.6555 | 488.6555 | 488.6555 | 488.6555 | 488.6555 |
Max Trade Drawdown | -1676141 | -123521 | -1675554 | -28233833 | -27763665 | -5594053 |
Profit Factor | 0.2692 | 1.1324 | 0.1336 | 1.0327 | 0.4221 | 3.231 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 57 | 27 | 30 | 49 | 22 | 27 |
Losing Trades | 18 | 10 | 8 | 26 | 15 | 11 |
Profitability (%) | 76 | 72.973 | 78.9474 | 65.3333 | 59.4595 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.085 | 0.4194 | 0.0356 | 0.548 | 0.2878 | 1.3163 |
Largest Winning Trade | 41618 | 41618 | 31358 | 23682479 | 4890374 | 23682479 |
Largest Losing Trade | -1295285 | -57656 | -1295285 | -15580276 | -15580276 | -2796389 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 23 | 21 | 24 | 26 | 19 | 31 |
Avg Bars in Losers | 152 | 160 | 142 | 106 | 117 | 92 |
Bars Traded | 4055 | 2184 | 1871 | 4055 | 2184 | 1871 |
Profit Streak | 75.7945 | 75.7945 | 278.2945 | 75.7945 | 75.7945 | 278.2945 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636938 | -408541 | -575553 | -264190 | -578581 | 637798 |
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{ "first_band": { "type": "fwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 128, "offset": 0, "std": 2.76477 } } }
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# | 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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