Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492244.4715 | 818838.1814 | -326593.7099 | -622200.3219 | 39224694.4289 | -39846894.7508 |
Total P&L (%) | 492.2445 | 818.8382 | -326.5937 | -622.2003 | 39224.6944 | -39846.8948 |
Avg Daily Profit (%) | 0.2176 | 0.362 | -0.1444 | 0 | 0.2645 | 0 |
Buy And Hold Return (%) | 9177.5322 | 9177.5322 | 9177.5322 | 9177.5322 | 9177.5322 | 9177.5322 |
Max Trade Drawdown | -493662 | -153139 | -408254 | -49432890 | -8814765 | -48588953 |
Profit Factor | 1.6537 | 3.7595 | 0.2841 | 0.9897 | 4.5572 | 0.1946 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 42 | 20 | 22 | 38 | 22 | 16 |
Losing Trades | 25 | 13 | 12 | 29 | 11 | 18 |
Profitability (%) | 62.6866 | 60.6061 | 64.7059 | 56.7164 | 66.6667 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.9844 | 2.4437 | 0.155 | 0.7553 | 2.2786 | 0.2189 |
Largest Winning Trade | 410157 | 410157 | 43304 | 13534450 | 13534450 | 4858289 |
Largest Losing Trade | -253610 | -50739 | -253610 | -47839801 | -8814765 | -47839801 |
Avg Bars in Trades | 120 | 236 | 7 | 120 | 236 | 7 |
Avg Bars in Winners | 41 | 81 | 5 | 173 | 292 | 9 |
Avg Bars in Losers | 252 | 475 | 10 | 50 | 124 | 5 |
Bars Traded | 8060 | 7812 | 248 | 8060 | 7812 | 248 |
Profit Streak | 55.0342 | 125.2842 | 55.0342 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -276024 | -147160 | -578049 | -700907 | 583787 | -581661 |
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{ "first_band": { "type": "pwma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 163, "offset": 0, "std": 2.79401 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 163, "offset": 0, "std": 2.79401 } } }
# | 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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