Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -888731.3512 | 61611.6859 | -950343.0371 | -1039068.9129 | -6863235.3001 | 5824166.3871 |
Total P&L (%) | -888.7314 | 61.6117 | -950.343 | -1039.0689 | -6863.2353 | 5824.1664 |
Avg Daily Profit (%) | -0.4865 | 0.0337 | -0.5203 | 0 | 0 | 0.2237 |
Buy And Hold Return (%) | 633.8773 | 633.8773 | 633.8773 | 633.8773 | 633.8773 | 633.8773 |
Max Trade Drawdown | -988371 | -162868 | -994535 | -13726868 | -10224642 | -3558641 |
Profit Factor | 0.4151 | 1.2256 | 0.2375 | 0.9534 | 0.4628 | 1.6122 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 20 | 17 | 30 | 16 | 14 |
Losing Trades | 24 | 11 | 13 | 31 | 15 | 16 |
Profitability (%) | 60.6557 | 64.5161 | 56.6667 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2693 | 0.6741 | 0.1816 | 0.9852 | 0.4338 | 1.8425 |
Largest Winning Trade | 61051 | 61051 | 45158 | 9117528 | 1779416 | 9117528 |
Largest Losing Trade | -475884 | -75791 | -475884 | -9130645 | -9130645 | -2390621 |
Avg Bars in Trades | 172 | 183 | 160 | 172 | 183 | 160 |
Avg Bars in Winners | 91 | 100 | 79 | 177 | 193 | 158 |
Avg Bars in Losers | 297 | 335 | 264 | 167 | 173 | 161 |
Bars Traded | 10500 | 5698 | 4802 | 10500 | 5698 | 4802 |
Profit Streak | 48.8315 | 75.9982 | 0 | 0 | 0 | 170.6648 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744833 | -313249 | -579961 | -747096 | -580608 | 392989 |
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{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 1.10575 } }, "second_band": { "type": "sinwma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 1.10575 } }, "second_band": { "type": "sinwma", "factors": { "length": 188, "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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