Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10691741.1351 | 11209.1299 | -10702950.2651 | 9589154.9316 | 14070472.6096 | -4481317.678 |
Total P&L (%) | -10691.7411 | 11.2091 | -10702.9503 | 9589.1549 | 14070.4726 | -4481.3177 |
Avg Daily Profit (%) | -5.7354 | 0.006 | -5.7414 | 0.2456 | 0.2661 | 0 |
Buy And Hold Return (%) | 6667.8474 | 6667.8474 | 6667.8474 | 6667.8474 | 6667.8474 | 6667.8474 |
Max Trade Drawdown | -10758006 | -49704 | -10730705 | -42149915 | -4179967 | -40579543 |
Profit Factor | 0.0429 | 1.1294 | 0.0344 | 1.1415 | 2.8457 | 0.9255 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 26 | 26 | 50 | 29 | 21 |
Losing Trades | 45 | 23 | 22 | 47 | 20 | 27 |
Profitability (%) | 53.6082 | 53.0612 | 54.1667 | 51.5464 | 59.1837 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0371 | 0.9991 | 0.0291 | 1.073 | 1.9626 | 1.1899 |
Largest Winning Trade | 46944 | 15526 | 46944 | 24571520 | 11110075 | 24571520 |
Largest Losing Trade | -10178313 | -26422 | -10178313 | -13433058 | -2588708 | -13433058 |
Avg Bars in Trades | 215 | 13 | 420 | 215 | 13 | 420 |
Avg Bars in Winners | 84 | 10 | 157 | 153 | 15 | 344 |
Avg Bars in Losers | 366 | 16 | 731 | 280 | 11 | 479 |
Bars Traded | 20860 | 673 | 20187 | 20860 | 673 | 20187 |
Profit Streak | 45.4601 | 170.1267 | 0 | 45.4601 | 170.1267 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579495 | -428703 | -580149 | -84894 | 374870 | -581453 |
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{ "first_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 4.3787 } }, "second_band": { "type": "wma", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 4.3787 } }, "second_band": { "type": "wma", "factors": { "length": 205, "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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