Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -923784.8437 | 115944.9015 | -1039729.7452 | -3176920.8806 | -13033009.4574 | 9856088.5768 |
Total P&L (%) | -923.7848 | 115.9449 | -1039.7297 | -3176.9209 | -13033.0095 | 9856.0886 |
Avg Daily Profit (%) | -0.5063 | 0.0635 | -0.5699 | 0 | 0 | 0.2525 |
Buy And Hold Return (%) | 848.2589 | 848.2589 | 848.2589 | 848.2589 | 848.2589 | 848.2589 |
Max Trade Drawdown | -1003914 | -138746 | -1069517 | -38233994 | -28756616 | -9860604 |
Profit Factor | 0.4338 | 1.4094 | 0.2289 | 0.9373 | 0.6236 | 1.6145 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 16 | 19 | 30 | 12 | 18 |
Losing Trades | 25 | 14 | 11 | 30 | 18 | 12 |
Profitability (%) | 58.3333 | 53.3333 | 63.3333 | 50 | 40 | 60 |
Ratio Avg Win / Avg Loss | 0.3099 | 1.2333 | 0.1325 | 0.9373 | 0.9353 | 1.0763 |
Largest Winning Trade | 75395 | 75395 | 62618 | 10158709 | 8074816 | 10158709 |
Largest Losing Trade | -516371 | -81745 | -516371 | -26910230 | -26910230 | -7318594 |
Avg Bars in Trades | 57 | 55 | 60 | 57 | 55 | 60 |
Avg Bars in Winners | 35 | 38 | 33 | 56 | 52 | 58 |
Avg Bars in Losers | 89 | 74 | 107 | 59 | 57 | 63 |
Bars Traded | 3479 | 1667 | 1812 | 3479 | 1667 | 1812 |
Profit Streak | 33.4263 | 178.4263 | 0 | 0 | 0 | 169.9263 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752656 | -271358 | -579097 | -754277 | -584714 | 455334 |
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 2.63034 } }, "second_band": { "type": "swma", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 2.63034 } }, "second_band": { "type": "swma", "factors": { "length": 135, "offset": 0 } } }
# | 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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