Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10078.5244 | 432344.7214 | -442423.2458 | -70334.3201 | 71660.3738 | -141994.6939 |
Total P&L (%) | -10.0785 | 432.3447 | -442.4232 | -70.3343 | 71.6604 | -141.9947 |
Avg Daily Profit (%) | -0.0044 | 0.1869 | -0.1913 | -0.0525 | 0.0234 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -598210 | -164728 | -694613 | -244091 | -113393 | -279770 |
Profit Factor | 0.9927 | 1.8725 | 0.5012 | 0.9159 | 1.2348 | 0.7324 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 20 | 23 | 43 | 19 | 24 |
Losing Trades | 50 | 26 | 24 | 50 | 27 | 23 |
Profitability (%) | 46.2366 | 43.4783 | 48.9362 | 46.2366 | 41.3043 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.1543 | 2.4342 | 0.523 | 1.0649 | 1.7548 | 0.7019 |
Largest Winning Trade | 149432 | 149432 | 75327 | 191495 | 72705 | 191495 |
Largest Losing Trade | -395501 | -70414 | -395501 | -146247 | -63959 | -146247 |
Avg Bars in Trades | 71 | 81 | 61 | 71 | 81 | 61 |
Avg Bars in Winners | 66 | 65 | 67 | 67 | 66 | 67 |
Avg Bars in Losers | 75 | 93 | 55 | 74 | 91 | 55 |
Bars Traded | 6612 | 3727 | 2885 | 6612 | 3727 | 2885 |
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 | -580326 | 309634 | -581110 | -580326 | -164161 | -580558 |
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{ "first_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 3.10316 } }, "second_band": { "type": "wma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 3.10316 } }, "second_band": { "type": "wma", "factors": { "length": 154, "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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