Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1415809.174 | 24649.2196 | -1440458.3936 | 64561.5192 | -6522386.7516 | 6586948.2708 |
Total P&L (%) | -1415.8092 | 24.6492 | -1440.4584 | 64.5615 | -6522.3868 | 6586.9483 |
Avg Daily Profit (%) | -0.7892 | 0.0137 | -0.8029 | 0.0278 | 0 | 0.2345 |
Buy And Hold Return (%) | 264.6364 | 264.6364 | 264.6364 | 264.6364 | 264.6364 | 264.6364 |
Max Trade Drawdown | -1509784 | -216313 | -696208 | -11845339 | -12154713 | -1050422 |
Profit Factor | 0.3102 | 1.056 | 0.1066 | 1.0031 | 0.6026 | 2.527 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 31 | 13 | 18 |
Losing Trades | 35 | 19 | 16 | 33 | 19 | 14 |
Profitability (%) | 45.3125 | 40.625 | 50 | 48.4375 | 40.625 | 56.25 |
Ratio Avg Win / Avg Loss | 0.3744 | 1.5434 | 0.1066 | 1.0678 | 0.8807 | 1.9654 |
Largest Winning Trade | 129532 | 129532 | 31870 | 7523767 | 5612433 | 7523767 |
Largest Losing Trade | -769536 | -69319 | -769536 | -6847555 | -6847555 | -1342204 |
Avg Bars in Trades | 107 | 121 | 93 | 107 | 121 | 93 |
Avg Bars in Winners | 47 | 42 | 51 | 58 | 52 | 63 |
Avg Bars in Losers | 157 | 176 | 135 | 153 | 168 | 131 |
Bars Traded | 6873 | 3891 | 2982 | 6873 | 3891 | 2982 |
Profit Streak | 16.13 | 0 | 21.63 | 16.13 | 0 | 21.63 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -725801 | -501744 | -579761 | -682189 | -584456 | 539170 |
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{ "first_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 2.08471 } }, "second_band": { "type": "pwma", "factors": { "length": 52, "offset": 111 } } }
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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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