Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1672409.9568 | 16224.7899 | -1688634.7467 | -197558.2592 | 5722095.2023 | -5919653.4615 |
Total P&L (%) | -1672.41 | 16.2248 | -1688.6347 | -197.5583 | 5722.0952 | -5919.6535 |
Avg Daily Profit (%) | -0.8948 | 0.0087 | -0.9035 | 0 | 0.2177 | 0 |
Buy And Hold Return (%) | 496.2639 | 496.2639 | 496.2639 | 496.2639 | 496.2639 | 496.2639 |
Max Trade Drawdown | -1942122 | -156845 | -1854784 | -8346962 | -671212 | -8052114 |
Profit Factor | 0.3062 | 1.0511 | 0.1931 | 0.9852 | 4.5255 | 0.4954 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 58 | 25 | 33 | 34 | 23 | 11 |
Losing Trades | 27 | 17 | 10 | 51 | 19 | 32 |
Profitability (%) | 68.2353 | 59.5238 | 76.7442 | 40 | 54.7619 | 25.5814 |
Ratio Avg Win / Avg Loss | 0.1425 | 0.7147 | 0.0585 | 1.4778 | 3.7385 | 1.4411 |
Largest Winning Trade | 41113 | 41113 | 29677 | 4199084 | 3844645 | 4199084 |
Largest Losing Trade | -1193372 | -59118 | -1193372 | -6501182 | -554163 | -6501182 |
Avg Bars in Trades | 64 | 72 | 56 | 64 | 72 | 56 |
Avg Bars in Winners | 31 | 34 | 29 | 102 | 104 | 98 |
Avg Bars in Losers | 134 | 127 | 145 | 38 | 33 | 41 |
Bars Traded | 5443 | 3025 | 2418 | 5443 | 3025 | 2418 |
Profit Streak | 77.5799 | 77.5799 | 121.5799 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576443 | -510775 | -575908 | -582773 | 586675 | -606312 |
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{ "first_band": { "type": "sma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 226, "offset": 0, "std": 2.56139 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 226, "offset": 0, "std": 2.56139 } } }
# | 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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