Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1034567.0536 | 32709.1256 | -1067276.1792 | -1790761.1621 | -5663115.0584 | 3872353.8963 |
Total P&L (%) | -1034.5671 | 32.7091 | -1067.2762 | -1790.7612 | -5663.1151 | 3872.3539 |
Avg Daily Profit (%) | -0.5702 | 0.018 | -0.5882 | 0 | 0 | 0.2031 |
Buy And Hold Return (%) | 525.7335 | 525.7335 | 525.7335 | 525.7335 | 525.7335 | 525.7335 |
Max Trade Drawdown | -1075449 | -140530 | -1089539 | -16098833 | -10228945 | -6430932 |
Profit Factor | 0.3688 | 1.1124 | 0.2082 | 0.9306 | 0.6114 | 1.3454 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 19 | 18 | 30 | 14 | 16 |
Losing Trades | 26 | 13 | 13 | 33 | 18 | 15 |
Profitability (%) | 58.7302 | 59.375 | 58.0645 | 47.619 | 43.75 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.2591 | 0.7611 | 0.1503 | 1.0236 | 0.7861 | 1.2613 |
Largest Winning Trade | 52837 | 52837 | 38432 | 7201155 | 2504104 | 7201155 |
Largest Losing Trade | -555030 | -73601 | -555030 | -8361240 | -8361240 | -4820877 |
Avg Bars in Trades | 166 | 178 | 153 | 166 | 178 | 153 |
Avg Bars in Winners | 85 | 85 | 85 | 171 | 191 | 153 |
Avg Bars in Losers | 281 | 314 | 248 | 162 | 168 | 154 |
Bars Traded | 10489 | 5719 | 4770 | 10489 | 5719 | 4770 |
Profit Streak | 35.5498 | 62.0498 | 0 | 0 | 0 | 158.3831 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730103 | -431405 | -579772 | -731037 | -583240 | 344147 |
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{ "first_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 4.31076 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 4.31076 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "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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