Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1369159.1408 | -52634.035 | -1316525.1058 | 893160.6818 | -2186223.1471 | 3079383.8289 |
Total P&L (%) | -1369.1591 | -52.634 | -1316.5251 | 893.1607 | -2186.2231 | 3079.3838 |
Avg Daily Profit (%) | -0.7298 | -0.0281 | -0.7018 | 0.1224 | 0 | 0.1846 |
Buy And Hold Return (%) | 300.702 | 300.702 | 300.702 | 300.702 | 300.702 | 300.702 |
Max Trade Drawdown | -1453016 | -108750 | -349277 | -2624516 | -2984798 | -1077449 |
Profit Factor | 0.263 | 0.807 | 0.1695 | 1.1011 | 0.542 | 1.7581 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 21 | 27 | 50 | 21 | 29 |
Losing Trades | 41 | 24 | 17 | 39 | 24 | 15 |
Profitability (%) | 53.9326 | 46.6667 | 61.3636 | 56.1798 | 46.6667 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.2247 | 0.9222 | 0.1067 | 0.8589 | 0.6194 | 0.9094 |
Largest Winning Trade | 50333 | 50333 | 31166 | 3108106 | 542617 | 3108106 |
Largest Losing Trade | -1059636 | -37227 | -1059636 | -1240983 | -1169563 | -1240983 |
Avg Bars in Trades | 38 | 16 | 60 | 38 | 16 | 60 |
Avg Bars in Winners | 27 | 10 | 40 | 27 | 11 | 38 |
Avg Bars in Losers | 51 | 21 | 92 | 52 | 21 | 102 |
Bars Traded | 3405 | 748 | 2657 | 3405 | 748 | 2657 |
Profit Streak | 95.1364 | 96.1364 | 95.1364 | 95.1364 | 96.1364 | 95.1364 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578672 | -580771 | -578687 | -140857 | -580771 | 401096 |
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{ "first_band": { "type": "bbu", "factors": { "length": 238, "offset": 0, "std": 4.35031 } }, "second_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 238, "offset": 0, "std": 4.35031 } }, "second_band": { "type": "wma", "factors": { "length": 141, "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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