Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2768000.5747 | 84979.8419 | -2852980.4166 | 2894541.8887 | 5962125.0187 | -3067583.1301 |
Total P&L (%) | -2768.0006 | 84.9798 | -2852.9804 | 2894.5419 | 5962.125 | -3067.5831 |
Avg Daily Profit (%) | -1.1698 | 0.0359 | -1.2057 | 0.1438 | 0.1736 | 0 |
Buy And Hold Return (%) | 700.4885 | 700.4885 | 700.4885 | 700.4885 | 700.4885 | 700.4885 |
Max Trade Drawdown | -3041759 | -26282 | -3035599 | -85032866 | -9645294 | -77006009 |
Profit Factor | 0.1898 | 1.947 | 0.1424 | 1.0227 | 1.2163 | 0.9694 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 54 | 26 | 28 | 56 | 27 | 29 |
Losing Trades | 29 | 16 | 13 | 27 | 15 | 12 |
Profitability (%) | 65.0602 | 61.9048 | 68.2927 | 67.4699 | 64.2857 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.1019 | 1.1982 | 0.0661 | 0.4931 | 0.6757 | 0.4011 |
Largest Winning Trade | 46994 | 32658 | 46994 | 14111546 | 4456268 | 14111546 |
Largest Losing Trade | -2814443 | -22500 | -2814443 | -37293538 | -9645294 | -37293538 |
Avg Bars in Trades | 108 | 14 | 204 | 108 | 14 | 204 |
Avg Bars in Winners | 74 | 15 | 129 | 96 | 14 | 172 |
Avg Bars in Losers | 170 | 12 | 365 | 132 | 12 | 281 |
Bars Traded | 8976 | 595 | 8381 | 8976 | 595 | 8381 |
Profit Streak | 112.1974 | 112.1974 | 112.9474 | 112.1974 | 112.1974 | 112.9474 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578867 | -305686 | -577808 | -197847 | 304322 | -577491 |
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{ "first_band": { "type": "dcu", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 4.44077 } } }
# | 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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