Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -601536.8967 | 25813.4824 | -627350.3791 | 1256618.2161 | -2872055.1756 | 4128673.3917 |
Total P&L (%) | -601.5369 | 25.8135 | -627.3504 | 1256.6182 | -2872.0552 | 4128.6734 |
Avg Daily Profit (%) | -0.2495 | 0.0107 | -0.2602 | 0.1082 | 0 | 0.1554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -778874 | -82331 | -804436 | -2459860 | -3151610 | -1561436 |
Profit Factor | 0.5252 | 1.0893 | 0.3583 | 1.1215 | 0.5447 | 2.0239 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 17 | 16 | 31 | 15 | 16 |
Losing Trades | 26 | 13 | 13 | 28 | 15 | 13 |
Profitability (%) | 55.9322 | 56.6667 | 55.1724 | 52.5424 | 50 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.4138 | 0.833 | 0.2911 | 1.013 | 0.5447 | 1.6444 |
Largest Winning Trade | 48282 | 45516 | 48282 | 3953036 | 994145 | 3953036 |
Largest Losing Trade | -517682 | -59448 | -517682 | -1304346 | -1136059 | -1304346 |
Avg Bars in Trades | 114 | 71 | 159 | 114 | 71 | 159 |
Avg Bars in Winners | 82 | 45 | 122 | 105 | 47 | 158 |
Avg Bars in Losers | 154 | 105 | 204 | 124 | 94 | 159 |
Bars Traded | 6756 | 2142 | 4614 | 6756 | 2142 | 4614 |
Profit Streak | 174.7145 | 174.7145 | 224.0479 | 174.7145 | 174.7145 | 224.0479 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758125 | -304239 | -579188 | -312744 | -579856 | 471327 |
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{ "first_band": { "type": "bbu", "factors": { "length": 159, "offset": 0, "std": 1.41871 } }, "second_band": { "type": "sma", "factors": { "length": 174, "offset": 0 } } }
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# | 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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