Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -892372.3834 | 88311.266 | -980683.6494 | -1736266.1483 | -8073378.0632 | 6337111.9149 |
Total P&L (%) | -892.3724 | 88.3113 | -980.6836 | -1736.2661 | -8073.3781 | 6337.1119 |
Avg Daily Profit (%) | -0.4911 | 0.0486 | -0.5397 | 0 | 0 | 0.2294 |
Buy And Hold Return (%) | 653.438 | 653.438 | 653.438 | 653.438 | 653.438 | 653.438 |
Max Trade Drawdown | -1021420 | -145645 | -1046333 | -16955662 | -11764435 | -6286223 |
Profit Factor | 0.4408 | 1.3001 | 0.2466 | 0.944 | 0.5246 | 1.452 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 23 | 23 | 37 | 18 | 19 |
Losing Trades | 26 | 13 | 13 | 35 | 18 | 17 |
Profitability (%) | 63.8889 | 63.8889 | 63.8889 | 51.3889 | 50 | 52.7778 |
Ratio Avg Win / Avg Loss | 0.2492 | 0.7348 | 0.1394 | 0.893 | 0.5246 | 1.2991 |
Largest Winning Trade | 73326 | 73326 | 42650 | 12330799 | 2100283 | 12330799 |
Largest Losing Trade | -541799 | -76730 | -541799 | -10896644 | -10896644 | -4280856 |
Avg Bars in Trades | 98 | 105 | 92 | 98 | 105 | 92 |
Avg Bars in Winners | 57 | 57 | 57 | 102 | 110 | 95 |
Avg Bars in Losers | 172 | 190 | 153 | 94 | 100 | 88 |
Bars Traded | 7114 | 3796 | 3318 | 7114 | 3796 | 3318 |
Profit Streak | 38.1404 | 65.6404 | 38.1404 | 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 | -661045 | -292601 | -578434 | -664375 | -580780 | 347752 |
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{ "first_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 3.68622 } }, "second_band": { "type": "sinwma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 3.68622 } }, "second_band": { "type": "sinwma", "factors": { "length": 110, "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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