Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1462789.8861 | -21241.7134 | -1441548.1726 | -1195054.0158 | 2917983.8762 | -4113037.8919 |
Total P&L (%) | -1462.7899 | -21.2417 | -1441.5482 | -1195.054 | 2917.9839 | -4113.0379 |
Avg Daily Profit (%) | -0.8193 | -0.0119 | -0.8074 | 0 | 0.191 | 0 |
Buy And Hold Return (%) | 114.4659 | 114.4659 | 114.4659 | 114.4659 | 114.4659 | 114.4659 |
Max Trade Drawdown | -1647872 | -135037 | -52773 | -3026779 | -769833 | -2356288 |
Profit Factor | 0.2654 | 0.9287 | 0.1488 | 0.8577 | 2.0964 | 0.2834 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 38 | 17 | 21 | 21 | 14 | 7 |
Losing Trades | 21 | 13 | 8 | 38 | 16 | 22 |
Profitability (%) | 64.4068 | 56.6667 | 72.4138 | 35.5932 | 46.6667 | 24.1379 |
Ratio Avg Win / Avg Loss | 0.1467 | 0.7102 | 0.0567 | 1.5521 | 2.3959 | 0.8906 |
Largest Winning Trade | 79183 | 79183 | 33121 | 1660201 | 1660201 | 637752 |
Largest Losing Trade | -1591130 | -57427 | -1591130 | -2161130 | -460210 | -2161130 |
Avg Bars in Trades | 52 | 66 | 38 | 52 | 66 | 38 |
Avg Bars in Winners | 28 | 44 | 15 | 82 | 92 | 62 |
Avg Bars in Losers | 95 | 94 | 97 | 35 | 43 | 30 |
Bars Traded | 3102 | 1988 | 1114 | 3102 | 1988 | 1114 |
Profit Streak | 60.2498 | 60.2498 | 116.7498 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756959 | -578984 | -576575 | -763380 | 381718 | -614447 |
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{ "first_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 2.978 } }, "second_band": { "type": "midprice", "factors": { "length": 190, "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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