Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -926627.7342 | 65328.671 | -991956.4052 | -1257830.979 | -7818412.9933 | 6560582.0143 |
Total P&L (%) | -926.6277 | 65.3287 | -991.9564 | -1257.831 | -7818.413 | 6560.582 |
Avg Daily Profit (%) | -0.5095 | 0.0359 | -0.5454 | 0 | 0 | 0.2311 |
Buy And Hold Return (%) | 603.4769 | 603.4769 | 603.4769 | 603.4769 | 603.4769 | 603.4769 |
Max Trade Drawdown | -1028562 | -166787 | -1044946 | -16400581 | -11990938 | -4904269 |
Profit Factor | 0.4124 | 1.2292 | 0.2322 | 0.9541 | 0.4993 | 1.5575 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 20 | 18 | 29 | 15 | 14 |
Losing Trades | 24 | 11 | 13 | 33 | 16 | 17 |
Profitability (%) | 61.2903 | 64.5161 | 58.0645 | 46.7742 | 48.3871 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.2605 | 0.6761 | 0.1677 | 1.0857 | 0.5325 | 1.8913 |
Largest Winning Trade | 71337 | 71337 | 41986 | 10803981 | 1975538 | 10803981 |
Largest Losing Trade | -526899 | -76395 | -526899 | -10887747 | -10887747 | -3549717 |
Avg Bars in Trades | 114 | 122 | 106 | 114 | 122 | 106 |
Avg Bars in Winners | 60 | 64 | 56 | 120 | 132 | 107 |
Avg Bars in Losers | 199 | 228 | 175 | 109 | 113 | 105 |
Bars Traded | 7108 | 3808 | 3300 | 7108 | 3808 | 3300 |
Profit Streak | 40.1418 | 67.1418 | 40.1418 | 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 | -736387 | -309893 | -579224 | -738865 | -581445 | 329433 |
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{ "first_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 211, "offset": 0, "std": 4.60304 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 211, "offset": 0, "std": 4.60304 } } }
# | 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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