Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1441119.149 | 1419363.3744 | 21755.7746 | 16028399.4034 | 28587744.7413 | -12559345.3379 |
Total P&L (%) | 1441.1191 | 1419.3634 | 21.7558 | 16028.3994 | 28587.7447 | -12559.3453 |
Avg Daily Profit (%) | 0.6356 | 0.626 | 0.0096 | 0.2244 | 0.2499 | 0 |
Buy And Hold Return (%) | 9624.3195 | 9624.3195 | 9624.3195 | 9624.3195 | 9624.3195 | 9624.3195 |
Max Trade Drawdown | -91352 | -81911 | -53215 | -37358628 | -25135848 | -18527587 |
Profit Factor | 5.3704 | 7.7242 | 1.1833 | 1.2097 | 1.5561 | 0.4982 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Profitability (%) | 62.2951 | 70 | 54.8387 | 62.2951 | 70 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.2505 | 3.3104 | 0.9745 | 0.7322 | 0.6669 | 0.4103 |
Largest Winning Trade | 742156 | 742156 | 30095 | 29304644 | 29304644 | 3889746 |
Largest Losing Trade | -62764 | -62764 | -21770 | -24229295 | -24229295 | -6363650 |
Avg Bars in Trades | 95 | 185 | 9 | 95 | 185 | 9 |
Avg Bars in Winners | 62 | 107 | 7 | 62 | 107 | 7 |
Avg Bars in Losers | 150 | 365 | 11 | 150 | 365 | 11 |
Bars Traded | 5842 | 5550 | 292 | 5842 | 5550 | 292 |
Profit Streak | 0 | 141.5267 | 0 | 0 | 141.5267 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -310356 | -142454 | -365441 | -167413 | 303313 | -579912 |
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{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 2.71749 } }, "second_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 2.71749 } }, "second_band": { "type": "wma", "factors": { "length": 113, "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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