Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2080739.3189 | -100905.5523 | -1979833.7666 | -110153.8792 | -3790516.9317 | 3680363.0525 |
Total P&L (%) | -2080.7393 | -100.9056 | -1979.8338 | -110.1539 | -3790.5169 | 3680.3631 |
Avg Daily Profit (%) | -1.1143 | -0.054 | -1.0603 | 0 | 0 | 0.1947 |
Buy And Hold Return (%) | 525.3822 | 525.3822 | 525.3822 | 525.3822 | 525.3822 | 525.3822 |
Max Trade Drawdown | -2128220 | -151302 | -2016981 | -6966672 | -5507572 | -3276734 |
Profit Factor | 0.1831 | 0.656 | 0.1215 | 0.9919 | 0.4811 | 1.5803 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 15 | 21 | 31 | 13 | 18 |
Losing Trades | 22 | 14 | 8 | 27 | 16 | 11 |
Profitability (%) | 62.069 | 51.7241 | 72.4138 | 53.4483 | 44.8276 | 62.069 |
Ratio Avg Win / Avg Loss | 0.1119 | 0.6123 | 0.0463 | 0.8639 | 0.5921 | 0.9657 |
Largest Winning Trade | 30990 | 24150 | 30990 | 3181147 | 787399 | 3181147 |
Largest Losing Trade | -1405733 | -57315 | -1405733 | -3984290 | -3984290 | -2152776 |
Avg Bars in Trades | 124 | 139 | 108 | 124 | 139 | 108 |
Avg Bars in Winners | 73 | 90 | 61 | 97 | 112 | 87 |
Avg Bars in Losers | 207 | 192 | 232 | 154 | 162 | 143 |
Bars Traded | 7204 | 4057 | 3147 | 7204 | 4057 | 3147 |
Profit Streak | 75.3237 | 75.3237 | 277.0737 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757292 | -579644 | -576556 | -759830 | -582844 | 346751 |
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{ "first_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 3.22638 } }, "second_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 3.22638 } }, "second_band": { "type": "swma", "factors": { "length": 159, "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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