Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5195989.996 | 149147.0689 | -5345137.0649 | -19708583.7275 | 15877002.4803 | -35585586.2079 |
Total P&L (%) | -5195.99 | 149.1471 | -5345.1371 | -19708.5837 | 15877.0025 | -35585.5862 |
Avg Daily Profit (%) | -2.6456 | 0.0759 | -2.7216 | 0 | 0.2587 | 0 |
Buy And Hold Return (%) | 2376.5013 | 2376.5013 | 2376.5013 | 2376.5013 | 2376.5013 | 2376.5013 |
Max Trade Drawdown | -5485334 | -79448 | -5469056 | -115637433 | -46536177 | -73374781 |
Profit Factor | 0.1001 | 1.9535 | 0.0484 | 0.9045 | 1.2071 | 0.7258 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 64 | 34 | 30 | 42 | 23 | 19 |
Losing Trades | 23 | 9 | 14 | 45 | 20 | 25 |
Profitability (%) | 73.5632 | 79.0698 | 68.1818 | 48.2759 | 53.4884 | 43.1818 |
Ratio Avg Win / Avg Loss | 0.036 | 0.5171 | 0.0226 | 0.9691 | 1.0496 | 0.955 |
Largest Winning Trade | 44484 | 44484 | 40831 | 47346555 | 45207618 | 47346555 |
Largest Losing Trade | -5441320 | -54316 | -5441320 | -63685862 | -24042325 | -63685862 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 17 | 20 | 14 | 53 | 56 | 48 |
Avg Bars in Losers | 111 | 126 | 102 | 32 | 26 | 37 |
Bars Traded | 3693 | 1831 | 1862 | 3693 | 1831 | 1862 |
Profit Streak | 399.1067 | 0 | 554.6067 | 0 | 596.6067 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576627 | -252578 | -577403 | -581216 | 334938 | -583371 |
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{ "first_band": { "type": "bbm", "factors": { "length": 184, "offset": 0, "std": 4.60925 } }, "second_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 184, "offset": 0, "std": 4.60925 } }, "second_band": { "type": "ema", "factors": { "length": 150, "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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