Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2037710.1793 | -69272.9011 | -1968437.2782 | 3588.498 | 6990634.0322 | -6987045.5343 |
Total P&L (%) | -2037.7102 | -69.2729 | -1968.4373 | 3.5885 | 6990.634 | -6987.0455 |
Avg Daily Profit (%) | -1.0849 | -0.0369 | -1.048 | 0.0019 | 0.2271 | 0 |
Buy And Hold Return (%) | 509.7482 | 509.7482 | 509.7482 | 509.7482 | 509.7482 | 509.7482 |
Max Trade Drawdown | -2188920 | -166275 | -2065537 | -7587056 | -1064676 | -9134260 |
Profit Factor | 0.2317 | 0.7847 | 0.1553 | 1.0002 | 4.1456 | 0.4924 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 20 | 28 | 40 | 25 | 15 |
Losing Trades | 29 | 18 | 11 | 37 | 13 | 24 |
Profitability (%) | 62.3377 | 52.6316 | 71.7949 | 51.9481 | 65.7895 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.14 | 0.7063 | 0.061 | 0.9252 | 2.1557 | 0.7879 |
Largest Winning Trade | 34922 | 34922 | 32691 | 3737476 | 3737476 | 3363346 |
Largest Losing Trade | -1419180 | -55386 | -1419180 | -3764623 | -1064676 | -3764623 |
Avg Bars in Trades | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Winners | 36 | 40 | 34 | 82 | 86 | 74 |
Avg Bars in Losers | 127 | 119 | 139 | 58 | 60 | 57 |
Bars Traded | 5458 | 2958 | 2500 | 5458 | 2958 | 2500 |
Profit Streak | 65.1945 | 87.1945 | 65.1945 | 65.1945 | 87.1945 | 65.1945 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623630 | -579061 | -576547 | -622505 | 678980 | -583859 |
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 237, "offset": 0, "std": 2.41359 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 237, "offset": 0, "std": 2.41359 } } }
# | 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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