Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -825973.2544 | -53876.5626 | -772096.6918 | -103049.819 | 1723434.8657 | -1826484.6847 |
Total P&L (%) | -825.9733 | -53.8766 | -772.0967 | -103.0498 | 1723.4349 | -1826.4847 |
Avg Daily Profit (%) | -0.4381 | -0.0286 | -0.4095 | 0 | 0.1541 | 0 |
Buy And Hold Return (%) | 276.6714 | 276.6714 | 276.6714 | 276.6714 | 276.6714 | 276.6714 |
Max Trade Drawdown | -985960 | -186386 | -864282 | -2269772 | -307724 | -2905560 |
Profit Factor | 0.4997 | 0.8849 | 0.3473 | 0.9792 | 2.595 | 0.5284 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 162 | 73 | 89 | 135 | 71 | 64 |
Losing Trades | 73 | 45 | 28 | 100 | 47 | 53 |
Profitability (%) | 68.9362 | 61.8644 | 76.0684 | 57.4468 | 60.1695 | 54.7009 |
Ratio Avg Win / Avg Loss | 0.2252 | 0.5455 | 0.1093 | 0.7253 | 1.7178 | 0.4376 |
Largest Winning Trade | 24145 | 21748 | 24145 | 805343 | 768019 | 805343 |
Largest Losing Trade | -322999 | -55135 | -322999 | -2243382 | -188907 | -2243382 |
Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Winners | 6 | 5 | 6 | 13 | 15 | 11 |
Avg Bars in Losers | 37 | 37 | 36 | 18 | 20 | 17 |
Bars Traded | 3728 | 2078 | 1650 | 3728 | 2078 | 1650 |
Profit Streak | 0 | 0 | 0 | 33.1783 | 34.1783 | 33.1783 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576815 | -579202 | -577086 | -576855 | 519434 | -579593 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 4.1042 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 4.1042 } } }
# | 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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