Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -985896.2873 | 40406.4711 | -1026302.7584 | -1582545.3052 | -6101335.5707 | 4518790.2655 |
Total P&L (%) | -985.8963 | 40.4065 | -1026.3028 | -1582.5453 | -6101.3356 | 4518.7903 |
Avg Daily Profit (%) | -0.5392 | 0.0221 | -0.5613 | 0 | 0 | 0.2098 |
Buy And Hold Return (%) | 683.8453 | 683.8453 | 683.8453 | 683.8453 | 683.8453 | 683.8453 |
Max Trade Drawdown | -1042410 | -146743 | -1066029 | -14949239 | -10470661 | -5007240 |
Profit Factor | 0.3768 | 1.1516 | 0.2198 | 0.9356 | 0.5442 | 1.4044 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 20 | 18 | 31 | 15 | 16 |
Losing Trades | 26 | 12 | 14 | 33 | 17 | 16 |
Profitability (%) | 59.375 | 62.5 | 56.25 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 0.2578 | 0.691 | 0.1709 | 0.9959 | 0.6168 | 1.4044 |
Largest Winning Trade | 63171 | 63171 | 41228 | 8855397 | 1642250 | 8855397 |
Largest Losing Trade | -524007 | -74334 | -524007 | -8976039 | -8976039 | -3578142 |
Avg Bars in Trades | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Winners | 41 | 45 | 37 | 83 | 96 | 72 |
Avg Bars in Losers | 141 | 161 | 124 | 80 | 82 | 78 |
Bars Traded | 5262 | 2848 | 2414 | 5262 | 2848 | 2414 |
Profit Streak | 49.6639 | 75.6639 | 0 | 0 | 0 | 173.3305 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722498 | -382398 | -580000 | -724885 | -582025 | 342678 |
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{ "first_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 1.54736 } }, "second_band": { "type": "bbm", "factors": { "length": 213, "offset": 0, "std": 2.65351 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 1.54736 } }, "second_band": { "type": "bbm", "factors": { "length": 213, "offset": 0, "std": 2.65351 } } }
# | 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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