Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -915333.7485 | 170840.4558 | -1086174.2044 | 1168512.3277 | -323553.5195 | 1492065.8471 |
Total P&L (%) | -915.3337 | 170.8405 | -1086.1742 | 1168.5123 | -323.5535 | 1492.0658 |
Avg Daily Profit (%) | -0.5088 | 0.095 | -0.6038 | 0.1413 | 0 | 0.154 |
Buy And Hold Return (%) | 292.2075 | 292.2075 | 292.2075 | 292.2075 | 292.2075 | 292.2075 |
Max Trade Drawdown | -1058719 | -140467 | -1023867 | -2955561 | -3201513 | -1373765 |
Profit Factor | 0.4883 | 1.4781 | 0.2413 | 1.1392 | 0.9378 | 1.4677 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 19 | 22 | 43 | 18 | 25 |
Losing Trades | 32 | 17 | 15 | 30 | 18 | 12 |
Profitability (%) | 56.1644 | 52.7778 | 59.4595 | 58.9041 | 50 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.3811 | 1.3225 | 0.1645 | 0.7948 | 0.9378 | 0.7045 |
Largest Winning Trade | 123652 | 123652 | 48327 | 1705662 | 1705662 | 1248945 |
Largest Losing Trade | -997656 | -51496 | -997656 | -1062383 | -1062383 | -1032983 |
Avg Bars in Trades | 46 | 39 | 53 | 46 | 39 | 53 |
Avg Bars in Winners | 41 | 27 | 53 | 43 | 31 | 52 |
Avg Bars in Losers | 53 | 52 | 55 | 51 | 47 | 56 |
Bars Traded | 3416 | 1421 | 1995 | 3416 | 1421 | 1995 |
Profit Streak | 63.7557 | 104.7557 | 63.7557 | 63.7557 | 104.7557 | 63.7557 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654536 | -229477 | -578573 | -148695 | -579822 | 326871 |
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 1.33137 } }, "second_band": { "type": "pwma", "factors": { "length": 101, "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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