Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1748066.596 | 166345.3486 | -1914411.9446 | 1278028.4491 | -11907385.9762 | 13185414.4253 |
Total P&L (%) | -1748.0666 | 166.3453 | -1914.4119 | 1278.0284 | -11907.386 | 13185.4144 |
Avg Daily Profit (%) | -0.8903 | 0.0847 | -0.975 | 0.1337 | 0 | 0.2493 |
Buy And Hold Return (%) | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 |
Max Trade Drawdown | -2048288 | -85341 | -2081196 | -11993876 | -12434704 | -7407072 |
Profit Factor | 0.3161 | 1.6356 | 0.1656 | 1.0417 | 0.2215 | 1.8574 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 31 | 28 | 57 | 29 | 28 |
Losing Trades | 27 | 12 | 15 | 29 | 14 | 15 |
Profitability (%) | 68.6047 | 72.093 | 65.1163 | 66.2791 | 67.4419 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.1447 | 0.6331 | 0.0887 | 0.53 | 0.1069 | 0.995 |
Largest Winning Trade | 66812 | 54321 | 66812 | 24077029 | 694545 | 24077029 |
Largest Losing Trade | -1764475 | -63709 | -1764475 | -6266017 | -4990029 | -6266017 |
Avg Bars in Trades | 88 | 90 | 86 | 88 | 90 | 86 |
Avg Bars in Winners | 49 | 57 | 40 | 52 | 59 | 45 |
Avg Bars in Losers | 174 | 176 | 173 | 160 | 155 | 164 |
Bars Traded | 7637 | 3899 | 3738 | 7637 | 3899 | 3738 |
Profit Streak | 436.6355 | 436.6355 | 558.6355 | 436.6355 | 436.6355 | 558.6355 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576483 | -241429 | -577399 | -352285 | -577504 | 453059 |
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{ "first_band": { "type": "bbm", "factors": { "length": 76, "offset": 0, "std": 1.80848 } }, "second_band": { "type": "swma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 76, "offset": 0, "std": 1.80848 } }, "second_band": { "type": "swma", "factors": { "length": 105, "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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