Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7292346.0862 | 107072.3186 | -7399418.4048 | 3403973.989 | 168015771.9401 | -164611797.9511 |
Total P&L (%) | -7292.3461 | 107.0723 | -7399.4184 | 3403.974 | 168015.7719 | -164611.798 |
Avg Daily Profit (%) | -3.0906 | 0.0454 | -3.136 | 0.1508 | 0.3153 | 0 |
Buy And Hold Return (%) | 783.0074 | 783.0074 | 783.0074 | 783.0074 | 783.0074 | 783.0074 |
Max Trade Drawdown | -7560219 | -117252 | -7560219 | -451508072 | -131976092 | -319531980 |
Profit Factor | 0.1026 | 1.3872 | 0.0573 | 1.0052 | 1.6628 | 0.5901 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 63 | 28 | 35 | 53 | 27 | 26 |
Losing Trades | 35 | 21 | 14 | 45 | 22 | 23 |
Profitability (%) | 64.2857 | 57.1429 | 71.4286 | 54.0816 | 55.102 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.057 | 1.0404 | 0.0229 | 0.8535 | 1.3548 | 0.522 |
Largest Winning Trade | 58581 | 58581 | 34453 | 206260494 | 206260494 | 73753657 |
Largest Losing Trade | -7560219 | -45740 | -7560219 | -112653210 | -44809128 | -112653210 |
Avg Bars in Trades | 91 | 55 | 128 | 91 | 55 | 128 |
Avg Bars in Winners | 67 | 43 | 87 | 86 | 60 | 113 |
Avg Bars in Losers | 134 | 71 | 229 | 97 | 49 | 144 |
Bars Traded | 8994 | 2712 | 6282 | 8994 | 2712 | 6282 |
Profit Streak | 139.6512 | 139.6512 | 236.9012 | 139.6512 | 139.6512 | 236.9012 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577282 | -295479 | -576525 | -208601 | 460076 | -578906 |
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{ "first_band": { "type": "bbu", "factors": { "length": 157, "offset": 0, "std": 2.79589 } }, "second_band": { "type": "rma", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 157, "offset": 0, "std": 2.79589 } }, "second_band": { "type": "rma", "factors": { "length": 123, "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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