Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1596395.6019 | -105182.7734 | -1491212.8285 | 148388.5227 | -3107106.1777 | 3255494.7004 |
Total P&L (%) | -1596.3956 | -105.1828 | -1491.2128 | 148.3885 | -3107.1062 | 3255.4947 |
Avg Daily Profit (%) | -0.7039 | -0.0464 | -0.6575 | 0.0401 | 0 | 0.155 |
Buy And Hold Return (%) | 506.6494 | 506.6494 | 506.6494 | 506.6494 | 506.6494 | 506.6494 |
Max Trade Drawdown | -1692496 | -162144 | -1568646 | -4053249 | -3168564 | -1656461 |
Profit Factor | 0.1653 | 0.5366 | 0.1153 | 1.0214 | 0.1886 | 2.048 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 10 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 18 | 16 |
Profitability (%) | 40.3509 | 39.2857 | 41.3793 | 40.3509 | 35.7143 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.2443 | 0.8293 | 0.1633 | 1.5099 | 0.3394 | 2.5206 |
Largest Winning Trade | 44941 | 34220 | 44941 | 4582657 | 272086 | 4582657 |
Largest Losing Trade | -1199133 | -45968 | -1199133 | -942795 | -942795 | -798154 |
Avg Bars in Trades | 113 | 79 | 145 | 113 | 79 | 145 |
Avg Bars in Winners | 80 | 49 | 107 | 105 | 46 | 151 |
Avg Bars in Losers | 136 | 99 | 172 | 118 | 98 | 141 |
Bars Traded | 6470 | 2239 | 4231 | 6470 | 2239 | 4231 |
Profit Streak | 29.3783 | 183.7116 | 29.3783 | 29.3783 | 183.7116 | 29.3783 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -763025 | -604615 | -583645 | -683214 | -606004 | 346924 |
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{ "first_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.26785 } }, "second_band": { "type": "wma", "factors": { "length": 250, "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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