Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -273945.0912 | 103644.8208 | -377589.912 | 3303110.1065 | 167221.1817 | 3135888.9248 |
Total P&L (%) | -273.9451 | 103.6448 | -377.5899 | 3303.1101 | 167.2212 | 3135.8889 |
Avg Daily Profit (%) | -0.1516 | 0.0573 | -0.2089 | 0.1953 | 0.0544 | 0.1925 |
Buy And Hold Return (%) | 103.1204 | 103.1204 | 103.1204 | 103.1204 | 103.1204 | 103.1204 |
Max Trade Drawdown | -616341 | -73621 | -603697 | -2628677 | -2391221 | -474757 |
Profit Factor | 0.6925 | 1.504 | 0.4489 | 1.7645 | 1.0522 | 3.8039 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 65 | 35 | 30 | 59 | 29 | 30 |
Losing Trades | 19 | 7 | 12 | 25 | 13 | 12 |
Profitability (%) | 77.381 | 83.3333 | 71.4286 | 70.2381 | 69.0476 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.2024 | 0.3008 | 0.1795 | 0.7477 | 0.4717 | 1.5216 |
Largest Winning Trade | 26115 | 22609 | 26115 | 993615 | 555113 | 993615 |
Largest Losing Trade | -328067 | -73621 | -328067 | -2291072 | -2291072 | -474757 |
Avg Bars in Trades | 39 | 33 | 44 | 39 | 33 | 44 |
Avg Bars in Winners | 17 | 13 | 21 | 22 | 12 | 33 |
Avg Bars in Losers | 114 | 137 | 100 | 77 | 82 | 71 |
Bars Traded | 3284 | 1423 | 1862 | 3284 | 1423 | 1862 |
Profit Streak | 31.6254 | 102.6254 | 31.6254 | 31.6254 | 102.6254 | 31.6254 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575727 | -275231 | -577416 | 456845 | -290538 | 657118 |
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{ "first_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 1.253 } }, "second_band": { "type": "wma", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 1.253 } }, "second_band": { "type": "wma", "factors": { "length": 178, "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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