Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1629789.7229 | -86753.8029 | -1543035.92 | -44232.9034 | -1689122.4055 | 1644889.502 |
Total P&L (%) | -1629.7897 | -86.7538 | -1543.0359 | -44.2329 | -1689.1224 | 1644.8895 |
Avg Daily Profit (%) | -0.8774 | -0.0467 | -0.8307 | -0.0314 | 0 | 0.1541 |
Buy And Hold Return (%) | 35.6853 | 35.6853 | 35.6853 | 35.6853 | 35.6853 | 35.6853 |
Max Trade Drawdown | -1682712 | -160224 | -1594594 | -3722355 | -1704704 | -3099922 |
Profit Factor | 0.2328 | 0.7473 | 0.1336 | 0.9944 | 0.5349 | 1.3912 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 19 | 22 | 37 | 16 | 21 |
Losing Trades | 28 | 15 | 13 | 32 | 18 | 14 |
Profitability (%) | 59.4203 | 55.8824 | 62.8571 | 53.6232 | 47.0588 | 60 |
Ratio Avg Win / Avg Loss | 0.159 | 0.59 | 0.079 | 0.86 | 0.6018 | 0.9275 |
Largest Winning Trade | 33714 | 33714 | 26330 | 5130994 | 1220488 | 5130994 |
Largest Losing Trade | -1453328 | -69607 | -1453328 | -1842993 | -753754 | -1842993 |
Avg Bars in Trades | 155 | 173 | 138 | 155 | 173 | 138 |
Avg Bars in Winners | 76 | 83 | 70 | 93 | 99 | 88 |
Avg Bars in Losers | 271 | 287 | 254 | 228 | 238 | 214 |
Bars Traded | 10758 | 5895 | 4863 | 10758 | 5895 | 4863 |
Profit Streak | 13.5811 | 0 | 63.2478 | 13.5811 | 0 | 63.2478 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684955 | -580032 | -578147 | -685706 | -581939 | 319680 |
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{ "first_band": { "type": "bbm", "factors": { "length": 165, "offset": 0, "std": 3.81485 } }, "second_band": { "type": "swma", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 165, "offset": 0, "std": 3.81485 } }, "second_band": { "type": "swma", "factors": { "length": 163, "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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