Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1034570.3524 | 18234.5163 | -1052804.8688 | -881490.775 | -4176411.26 | 3294920.485 |
Total P&L (%) | -1034.5704 | 18.2345 | -1052.8049 | -881.4908 | -4176.4113 | 3294.9205 |
Avg Daily Profit (%) | -0.5681 | 0.01 | -0.5781 | 0 | 0 | 0.1938 |
Buy And Hold Return (%) | 670.3742 | 670.3742 | 670.3742 | 670.3742 | 670.3742 | 670.3742 |
Max Trade Drawdown | -1121833 | -167307 | -1096079 | -8800358 | -6957206 | -2346423 |
Profit Factor | 0.3597 | 1.061 | 0.2005 | 0.9391 | 0.5341 | 1.598 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 22 | 19 | 30 | 15 | 15 |
Losing Trades | 26 | 12 | 14 | 37 | 19 | 18 |
Profitability (%) | 61.194 | 64.7059 | 57.5758 | 44.7761 | 44.1176 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.2281 | 0.5787 | 0.1477 | 1.1582 | 0.6765 | 1.9176 |
Largest Winning Trade | 50236 | 50236 | 37879 | 5550547 | 1882487 | 5550547 |
Largest Losing Trade | -534577 | -78121 | -534577 | -5868607 | -5868607 | -1316605 |
Avg Bars in Trades | 52 | 55 | 48 | 52 | 55 | 48 |
Avg Bars in Winners | 27 | 29 | 24 | 55 | 60 | 49 |
Avg Bars in Losers | 91 | 103 | 81 | 49 | 51 | 48 |
Bars Traded | 3500 | 1897 | 1603 | 3500 | 1897 | 1603 |
Profit Streak | 42.8088 | 69.8088 | 0 | 0 | 0 | 163.8088 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699774 | -497894 | -579820 | -702420 | -583082 | 315545 |
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{ "first_band": { "type": "bbm", "factors": { "length": 243, "offset": 0, "std": 3.91975 } }, "second_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 243, "offset": 0, "std": 3.91975 } }, "second_band": { "type": "sinwma", "factors": { "length": 59, "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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