Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -969258.6492 | 45110.8588 | -1014369.508 | -665971.5792 | -3763932.7334 | 3097961.1542 |
Total P&L (%) | -969.2586 | 45.1109 | -1014.3695 | -665.9716 | -3763.9327 | 3097.9612 |
Avg Daily Profit (%) | -0.5328 | 0.0248 | -0.5576 | 0 | 0 | 0.1906 |
Buy And Hold Return (%) | 596.9564 | 596.9564 | 596.9564 | 596.9564 | 596.9564 | 596.9564 |
Max Trade Drawdown | -1085453 | -165611 | -1055922 | -7317003 | -6153619 | -1819655 |
Profit Factor | 0.419 | 1.1289 | 0.2306 | 0.9478 | 0.5245 | 1.6386 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 47 | 26 | 21 | 40 | 20 | 20 |
Losing Trades | 34 | 15 | 19 | 41 | 21 | 20 |
Profitability (%) | 58.0247 | 63.4146 | 52.5 | 49.3827 | 48.7805 | 50 |
Ratio Avg Win / Avg Loss | 0.3031 | 0.6513 | 0.2086 | 0.9715 | 0.5508 | 1.6386 |
Largest Winning Trade | 56593 | 56593 | 38137 | 5032689 | 1588435 | 5032689 |
Largest Losing Trade | -489982 | -78168 | -489982 | -4919700 | -4919700 | -988368 |
Avg Bars in Trades | 131 | 138 | 123 | 131 | 138 | 123 |
Avg Bars in Winners | 82 | 90 | 73 | 133 | 154 | 111 |
Avg Bars in Losers | 198 | 223 | 178 | 129 | 123 | 135 |
Bars Traded | 10633 | 5696 | 4937 | 10633 | 5696 | 4937 |
Profit Streak | 7.7379 | 9.2379 | 0 | 0 | 0 | 10.7379 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595060 | -403465 | -580425 | -597295 | -581216 | 379027 |
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{ "first_band": { "type": "bbm", "factors": { "length": 214, "offset": 0, "std": 4.04587 } }, "second_band": { "type": "wma", "factors": { "length": 165, "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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