Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1838020.5526 | 4564.4121 | -1842584.9647 | 1211973.4504 | 38248093.9682 | -37036120.5178 |
Total P&L (%) | -1838.0206 | 4.5644 | -1842.585 | 1211.9735 | 38248.094 | -37036.1205 |
Avg Daily Profit (%) | -0.9833 | 0.0024 | -0.9857 | 0.1378 | 0.3188 | 0 |
Buy And Hold Return (%) | 7813.3673 | 7813.3673 | 7813.3673 | 7813.3673 | 7813.3673 | 7813.3673 |
Max Trade Drawdown | -2041316 | -100128 | -1984379 | -51818553 | -8753514 | -60199957 |
Profit Factor | 0.3118 | 1.0163 | 0.2294 | 1.011 | 2.4289 | 0.5584 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 179 | 83 | 96 | 127 | 64 | 63 |
Losing Trades | 49 | 31 | 18 | 101 | 50 | 51 |
Profitability (%) | 78.5088 | 72.807 | 84.2105 | 55.7018 | 56.1404 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.0854 | 0.3796 | 0.043 | 0.804 | 1.8976 | 0.452 |
Largest Winning Trade | 22510 | 11503 | 22510 | 24686441 | 24686441 | 17418603 |
Largest Losing Trade | -804688 | -52597 | -804688 | -17967859 | -3320083 | -17967859 |
Avg Bars in Trades | 30 | 12 | 48 | 30 | 12 | 48 |
Avg Bars in Winners | 11 | 6 | 15 | 27 | 11 | 43 |
Avg Bars in Losers | 100 | 28 | 224 | 34 | 14 | 55 |
Bars Traded | 7007 | 1436 | 5571 | 7007 | 1436 | 5571 |
Profit Streak | 115.3085 | 193.3085 | 115.3085 | 115.3085 | 193.3085 | 115.3085 |
Trades During Streak | 17 | 13 | 8 | 17 | 13 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574169 | -554701 | -574920 | -380921 | 528592 | -578814 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 167, "offset": 0, "std": 1.24052 } } }
# | 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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