Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1247346.1741 | -49042.5149 | -1198303.6592 | -808299.9912 | -4453462.5323 | 3645162.5411 |
Total P&L (%) | -1247.3462 | -49.0425 | -1198.3037 | -808.3 | -4453.4625 | 3645.1625 |
Avg Daily Profit (%) | -0.6845 | -0.0269 | -0.6576 | 0 | 0 | 0.199 |
Buy And Hold Return (%) | 655.8943 | 655.8943 | 655.8943 | 655.8943 | 655.8943 | 655.8943 |
Max Trade Drawdown | -1338357 | -186756 | -1243033 | -11482139 | -8796623 | -2763973 |
Profit Factor | 0.2914 | 0.841 | 0.1747 | 0.9555 | 0.5815 | 1.4851 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 22 | 22 | 39 | 18 | 21 |
Losing Trades | 30 | 15 | 15 | 35 | 19 | 16 |
Profitability (%) | 59.4595 | 59.4595 | 59.4595 | 52.7027 | 48.6486 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.1987 | 0.5734 | 0.1191 | 0.8575 | 0.6139 | 1.1315 |
Largest Winning Trade | 33674 | 27992 | 33674 | 6306907 | 1521955 | 6306907 |
Largest Losing Trade | -654073 | -73977 | -654073 | -7563744 | -7563744 | -2073067 |
Avg Bars in Trades | 143 | 152 | 133 | 143 | 152 | 133 |
Avg Bars in Winners | 76 | 73 | 78 | 130 | 147 | 115 |
Avg Bars in Losers | 241 | 269 | 213 | 157 | 158 | 156 |
Bars Traded | 10588 | 5659 | 4929 | 10588 | 5659 | 4929 |
Profit Streak | 44.6744 | 69.3411 | 44.6744 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646631 | -578577 | -578991 | -649205 | -581298 | 329915 |
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{ "first_band": { "type": "bbm", "factors": { "length": 35, "offset": 157, "std": 1.91993 } }, "second_band": { "type": "sma", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 35, "offset": 157, "std": 1.91993 } }, "second_band": { "type": "sma", "factors": { "length": 186, "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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