Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1106477.2465 | 124265.4221 | -1230742.6686 | 310975.7962 | 5074977.8993 | -4764002.1031 |
Total P&L (%) | -1106.4772 | 124.2654 | -1230.7427 | 310.9758 | 5074.9779 | -4764.0021 |
Avg Daily Profit (%) | -0.5911 | 0.0664 | -0.6575 | 0.0755 | 0.2111 | 0 |
Buy And Hold Return (%) | 554.1399 | 554.1399 | 554.1399 | 554.1399 | 554.1399 | 554.1399 |
Max Trade Drawdown | -1220911 | -135583 | -1298684 | -23798649 | -4577317 | -26734819 |
Profit Factor | 0.454 | 1.3745 | 0.2738 | 1.0061 | 1.3616 | 0.8714 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 21 | 25 | 40 | 21 | 19 |
Losing Trades | 36 | 20 | 16 | 42 | 20 | 22 |
Profitability (%) | 56.0976 | 51.2195 | 60.9756 | 48.7805 | 51.2195 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.3553 | 1.309 | 0.1752 | 1.0564 | 1.2967 | 1.009 |
Largest Winning Trade | 80027 | 80027 | 51004 | 13946857 | 4028176 | 13946857 |
Largest Losing Trade | -694154 | -31350 | -694154 | -10845017 | -4577317 | -10845017 |
Avg Bars in Trades | 87 | 79 | 96 | 87 | 79 | 96 |
Avg Bars in Winners | 75 | 59 | 88 | 95 | 90 | 101 |
Avg Bars in Losers | 103 | 100 | 108 | 80 | 67 | 92 |
Bars Traded | 7212 | 3258 | 3954 | 7212 | 3258 | 3954 |
Profit Streak | 104.4155 | 104.4155 | 133.4155 | 104.4155 | 104.4155 | 133.4155 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587333 | -268373 | -577968 | -479515 | 350795 | -579147 |
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{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 2.63517 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 2.63517 } } }
# | 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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