Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2252735.0218 | -149617.1544 | -2103117.8674 | 120613.1673 | 7572740.5399 | -7452127.3725 |
Total P&L (%) | -2252.735 | -149.6172 | -2103.1179 | 120.6132 | 7572.7405 | -7452.1274 |
Avg Daily Profit (%) | -1.2053 | -0.0801 | -1.1253 | 0.0423 | 0.2325 | 0 |
Buy And Hold Return (%) | 454.0578 | 454.0578 | 454.0578 | 454.0578 | 454.0578 | 454.0578 |
Max Trade Drawdown | -2349287 | -231588 | -2171610 | -7787693 | -979855 | -8844086 |
Profit Factor | 0.2379 | 0.691 | 0.1492 | 1.0073 | 2.999 | 0.4193 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 176 | 84 | 92 | 96 | 50 | 46 |
Losing Trades | 55 | 31 | 24 | 135 | 65 | 70 |
Profitability (%) | 76.1905 | 73.0435 | 79.3103 | 41.5584 | 43.4783 | 39.6552 |
Ratio Avg Win / Avg Loss | 0.0744 | 0.255 | 0.0389 | 1.4165 | 3.8987 | 0.6381 |
Largest Winning Trade | 28461 | 28461 | 19694 | 3391299 | 3391299 | 2315463 |
Largest Losing Trade | -1418613 | -57608 | -1418613 | -5586112 | -979855 | -5586112 |
Avg Bars in Trades | 23 | 27 | 20 | 23 | 27 | 20 |
Avg Bars in Winners | 9 | 8 | 9 | 32 | 41 | 22 |
Avg Bars in Losers | 70 | 77 | 60 | 17 | 16 | 18 |
Bars Traded | 5471 | 3106 | 2365 | 5471 | 3106 | 2365 |
Profit Streak | 58.4775 | 79.1441 | 58.4775 | 58.4775 | 79.1441 | 58.4775 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574231 | -576020 | -575153 | -514802 | 467979 | -583253 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 2.39026 } } }
# | 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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