Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -814142.566 | 105139.9204 | -919282.4864 | -1297836.0207 | -8986744.0058 | 7688907.9851 |
Total P&L (%) | -814.1426 | 105.1399 | -919.2825 | -1297.836 | -8986.744 | 7688.908 |
Avg Daily Profit (%) | -0.447 | 0.0577 | -0.5047 | 0 | 0 | 0.2394 |
Buy And Hold Return (%) | 774.9045 | 774.9045 | 774.9045 | 774.9045 | 774.9045 | 774.9045 |
Max Trade Drawdown | -869014 | -131376 | -944513 | -20392554 | -14530206 | -6966842 |
Profit Factor | 0.4532 | 1.419 | 0.2574 | 0.9632 | 0.527 | 1.4737 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 16 | 17 | 26 | 12 | 14 |
Losing Trades | 27 | 14 | 13 | 34 | 18 | 16 |
Profitability (%) | 55 | 53.3333 | 56.6667 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.3708 | 1.2416 | 0.1969 | 1.2595 | 0.7905 | 1.6842 |
Largest Winning Trade | 80854 | 80854 | 65198 | 13873419 | 3120542 | 13873419 |
Largest Losing Trade | -503530 | -74322 | -503530 | -12796711 | -12796711 | -5807952 |
Avg Bars in Trades | 86 | 92 | 79 | 86 | 92 | 79 |
Avg Bars in Winners | 44 | 50 | 37 | 90 | 102 | 80 |
Avg Bars in Losers | 137 | 140 | 134 | 82 | 86 | 79 |
Bars Traded | 5177 | 2782 | 2395 | 5177 | 2782 | 2395 |
Profit Streak | 0 | 0 | 0 | 149.5215 | 149.5215 | 163.5215 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753629 | -280419 | -579961 | -753821 | -583751 | 369118 |
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{ "first_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 4.27756 } }, "second_band": { "type": "wma", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 4.27756 } }, "second_band": { "type": "wma", "factors": { "length": 127, "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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