Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -823841.2438 | -51744.5521 | -772096.6918 | -103116.2579 | 1723368.4268 | -1826484.6847 |
Total P&L (%) | -823.8412 | -51.7446 | -772.0967 | -103.1163 | 1723.3684 | -1826.4847 |
Avg Daily Profit (%) | -0.4391 | -0.0276 | -0.4116 | 0 | 0.1549 | 0 |
Buy And Hold Return (%) | 222.6438 | 222.6438 | 222.6438 | 222.6438 | 222.6438 | 222.6438 |
Max Trade Drawdown | -985960 | -186386 | -864282 | -2269772 | -307724 | -2905560 |
Profit Factor | 0.5004 | 0.889 | 0.3473 | 0.9792 | 2.5949 | 0.5284 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 162 | 73 | 89 | 134 | 70 | 64 |
Losing Trades | 72 | 44 | 28 | 100 | 47 | 53 |
Profitability (%) | 69.2308 | 62.3932 | 76.0684 | 57.265 | 59.8291 | 54.7009 |
Ratio Avg Win / Avg Loss | 0.2224 | 0.5358 | 0.1093 | 0.7307 | 1.7423 | 0.4376 |
Largest Winning Trade | 24145 | 21748 | 24145 | 805343 | 768019 | 805343 |
Largest Losing Trade | -322999 | -55135 | -322999 | -2243382 | -188907 | -2243382 |
Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Winners | 6 | 5 | 6 | 13 | 15 | 11 |
Avg Bars in Losers | 37 | 37 | 36 | 18 | 20 | 17 |
Bars Traded | 3704 | 2054 | 1650 | 3704 | 2054 | 1650 |
Profit Streak | 0 | 0 | 0 | 24.7527 | 25.7527 | 24.7527 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576782 | -579136 | -577086 | -577307 | 520248 | -579590 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 1.65731 } } }
# | 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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