Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10964095.167 | 54995.5489 | -11019090.7159 | 172874871.6092 | 48215995.9969 | 124658875.6123 |
Total P&L (%) | -10964.0952 | 54.9955 | -11019.0907 | 172874.8716 | 48215.996 | 124658.8756 |
Avg Daily Profit (%) | -5.8673 | 0.0294 | -5.8968 | 0.3998 | 0.3313 | 0.3822 |
Buy And Hold Return (%) | 6979.3732 | 6979.3732 | 6979.3732 | 6979.3732 | 6979.3732 | 6979.3732 |
Max Trade Drawdown | -11087425 | -64666 | -11115073 | -71460923 | -32326572 | -76365250 |
Profit Factor | 0.0539 | 1.2513 | 0.0308 | 1.6456 | 1.4828 | 1.7424 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 52 | 25 | 27 | 46 | 24 | 22 |
Losing Trades | 31 | 17 | 14 | 37 | 18 | 19 |
Profitability (%) | 62.6506 | 59.5238 | 65.8537 | 55.4217 | 57.1429 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.0321 | 0.8509 | 0.016 | 1.3236 | 1.1121 | 1.5048 |
Largest Winning Trade | 48485 | 45034 | 48485 | 153997234 | 26341772 | 153997234 |
Largest Losing Trade | -10666791 | -47484 | -10666791 | -70403046 | -26037400 | -70403046 |
Avg Bars in Trades | 118 | 28 | 210 | 118 | 28 | 210 |
Avg Bars in Winners | 62 | 21 | 100 | 107 | 31 | 189 |
Avg Bars in Losers | 212 | 37 | 424 | 132 | 23 | 235 |
Bars Traded | 9831 | 1181 | 8650 | 9831 | 1181 | 8650 |
Profit Streak | 0 | 0 | 204.5446 | 0 | 0 | 204.5446 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580137 | -319668 | -577326 | 402324 | 415671 | 531670 |
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{ "first_band": { "type": "bbu", "factors": { "length": 46, "offset": 0, "std": 3.28791 } }, "second_band": { "type": "ema", "factors": { "length": 233, "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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