Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3144905.2547 | -3126.9076 | -3141778.3472 | 1974228.7473 | -8252068.2018 | 10226296.9492 |
Total P&L (%) | -3144.9053 | -3.1269 | -3141.7783 | 1974.2287 | -8252.0682 | 10226.2969 |
Avg Daily Profit (%) | -1.3236 | -0.0013 | -1.3223 | 0.1277 | 0 | 0.1954 |
Buy And Hold Return (%) | 446.1422 | 446.1422 | 446.1422 | 446.1422 | 446.1422 | 446.1422 |
Max Trade Drawdown | -3276661 | -115397 | -3266997 | -19005634 | -13074588 | -12230275 |
Profit Factor | 0.1441 | 0.9855 | 0.0918 | 1.0483 | 0.5941 | 1.4987 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 48 | 24 | 24 | 48 | 23 | 25 |
Losing Trades | 33 | 17 | 16 | 33 | 18 | 15 |
Profitability (%) | 59.2593 | 58.5366 | 60 | 59.2593 | 56.0976 | 62.5 |
Ratio Avg Win / Avg Loss | 0.099 | 0.698 | 0.0612 | 0.7207 | 0.465 | 0.8992 |
Largest Winning Trade | 38926 | 27341 | 38926 | 5820398 | 1820953 | 5820398 |
Largest Losing Trade | -3103056 | -28579 | -3103056 | -8240291 | -5500131 | -8240291 |
Avg Bars in Trades | 51 | 14 | 90 | 51 | 14 | 90 |
Avg Bars in Winners | 38 | 12 | 64 | 52 | 13 | 88 |
Avg Bars in Losers | 71 | 17 | 128 | 51 | 16 | 93 |
Bars Traded | 4200 | 597 | 3603 | 4200 | 597 | 3603 |
Profit Streak | 100.7339 | 111.2339 | 0 | 100.7339 | 111.2339 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595017 | -578795 | -579453 | -207223 | -579111 | 334017 |
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{ "first_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 4.42747 } }, "second_band": { "type": "wma", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 4.42747 } }, "second_band": { "type": "wma", "factors": { "length": 148, "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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