Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692238.7948 | 719427.0094 | -27188.2146 | 77188.1695 | 7160834.8842 | -7083646.7147 |
Total P&L (%) | 692.2388 | 719.427 | -27.1882 | 77.1882 | 7160.8349 | -7083.6467 |
Avg Daily Profit (%) | 0.3878 | 0.403 | -0.0152 | 0.032 | 0.2403 | 0 |
Buy And Hold Return (%) | 297.0289 | 297.0289 | 297.0289 | 297.0289 | 297.0289 | 297.0289 |
Max Trade Drawdown | -289279 | -239667 | -131690 | -11922672 | -9942715 | -8067323 |
Profit Factor | 2.0771 | 2.8534 | 0.8932 | 1.004 | 1.6958 | 0.2055 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 61.039 | 57.8947 | 64.1026 | 61.039 | 57.8947 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.3258 | 2.0752 | 0.5002 | 0.6409 | 1.2333 | 0.1151 |
Largest Winning Trade | 371467 | 371467 | 38318 | 6828412 | 6828412 | 519322 |
Largest Losing Trade | -68468 | -68468 | -54811 | -4998313 | -4998313 | -4206936 |
Avg Bars in Trades | 135 | 239 | 34 | 135 | 239 | 34 |
Avg Bars in Winners | 67 | 107 | 32 | 67 | 107 | 32 |
Avg Bars in Losers | 241 | 419 | 38 | 241 | 419 | 38 |
Bars Traded | 10417 | 9082 | 1335 | 10417 | 9082 | 1335 |
Profit Streak | 11.5847 | 0 | 66.4181 | 11.5847 | 0 | 66.4181 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36143 | 438526 | -577958 | -577563 | 414755 | -577958 |
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{ "first_band": { "type": "bbl", "factors": { "length": 48, "offset": 0, "std": 1.54761 } }, "second_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } } }
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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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