Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1120514.0165 | -12907.3152 | -1107606.7013 | -1349492.4976 | -4611498.1843 | 3262005.6868 |
Total P&L (%) | -1120.514 | -12.9073 | -1107.6067 | -1349.4925 | -4611.4982 | 3262.0057 |
Avg Daily Profit (%) | -0.6178 | -0.0071 | -0.6107 | 0 | 0 | 0.194 |
Buy And Hold Return (%) | 504.1259 | 504.1259 | 504.1259 | 504.1259 | 504.1259 | 504.1259 |
Max Trade Drawdown | -1209638 | -166727 | -1158341 | -12660067 | -9395663 | -3273068 |
Profit Factor | 0.3262 | 0.9552 | 0.1946 | 0.927 | 0.5903 | 1.4508 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 26 | 23 | 32 | 14 | 18 |
Losing Trades | 23 | 10 | 13 | 40 | 22 | 18 |
Profitability (%) | 68.0556 | 72.2222 | 63.8889 | 44.4444 | 38.8889 | 50 |
Ratio Avg Win / Avg Loss | 0.1531 | 0.3674 | 0.11 | 1.1588 | 0.9277 | 1.4508 |
Largest Winning Trade | 40876 | 40876 | 25470 | 4634777 | 1431955 | 4634777 |
Largest Losing Trade | -588091 | -73877 | -588091 | -8051828 | -8051828 | -2665347 |
Avg Bars in Trades | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Winners | 42 | 45 | 38 | 73 | 80 | 67 |
Avg Bars in Losers | 140 | 164 | 122 | 73 | 77 | 69 |
Bars Traded | 5293 | 2827 | 2466 | 5293 | 2827 | 2466 |
Profit Streak | 35.5825 | 167.9158 | 35.5825 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660497 | -576488 | -578436 | -665049 | -585101 | 310927 |
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{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 1.1314 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 1.1314 } } }
# | 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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