Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2543652.1179 | 147639.6731 | -2691291.791 | 376013335.7995 | 1548534242.3792 | -1172520906.5798 |
Total P&L (%) | -2543.6521 | 147.6397 | -2691.2918 | 376013.3358 | 1548534.2424 | -1172520.9066 |
Avg Daily Profit (%) | -1.2448 | 0.0722 | -1.317 | 0.4037 | 0.4732 | 0 |
Buy And Hold Return (%) | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 | 3409.2825 |
Max Trade Drawdown | -2754095 | -85210 | -2835330 | -3865148382 | -769183080 | -4883386685 |
Profit Factor | 0.2573 | 1.6703 | 0.1601 | 1.0441 | 1.8212 | 0.8233 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 67 | 30 | 37 | 55 | 29 | 26 |
Losing Trades | 23 | 15 | 8 | 35 | 16 | 19 |
Profitability (%) | 74.4444 | 66.6667 | 82.2222 | 61.1111 | 64.4444 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.0883 | 0.8352 | 0.0346 | 0.6644 | 1.0048 | 0.6016 |
Largest Winning Trade | 66754 | 66754 | 52033 | 2373922472 | 2146202225 | 2373922472 |
Largest Losing Trade | -1523868 | -62043 | -1523868 | -2279492758 | -468231124 | -2279492758 |
Avg Bars in Trades | 43 | 21 | 66 | 43 | 21 | 66 |
Avg Bars in Winners | 19 | 10 | 27 | 40 | 22 | 59 |
Avg Bars in Losers | 114 | 42 | 249 | 49 | 18 | 76 |
Bars Traded | 3959 | 960 | 2999 | 3959 | 960 | 2999 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577091 | -259362 | -576607 | -162198 | 537595 | -579703 |
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{ "first_band": { "type": "wma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 118, "offset": 0, "std": 1.12158 } } }
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# | 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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