Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1647832.859 | -15538.3592 | -1632294.4998 | -102528.3591 | 17276504.8642 | -17379033.2233 |
Total P&L (%) | -1647.8329 | -15.5384 | -1632.2945 | -102.5284 | 17276.5049 | -17379.0332 |
Avg Daily Profit (%) | -0.7112 | -0.0067 | -0.7045 | 0 | 0.2229 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1956018 | -136032 | -1872652 | -37212812 | -3650684 | -39365704 |
Profit Factor | 0.392 | 0.9626 | 0.2886 | 0.9983 | 2.4134 | 0.6398 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 103 | 46 | 57 | 86 | 49 | 37 |
Losing Trades | 74 | 43 | 31 | 91 | 40 | 51 |
Profitability (%) | 58.1921 | 51.6854 | 64.7727 | 48.5876 | 55.0562 | 42.0455 |
Ratio Avg Win / Avg Loss | 0.2816 | 0.8999 | 0.157 | 1.0563 | 1.9701 | 0.8819 |
Largest Winning Trade | 67122 | 31473 | 67122 | 7863179 | 6264363 | 7863179 |
Largest Losing Trade | -1547991 | -37316 | -1547991 | -19510493 | -2003478 | -19510493 |
Avg Bars in Trades | 77 | 26 | 128 | 77 | 26 | 128 |
Avg Bars in Winners | 60 | 29 | 84 | 82 | 25 | 156 |
Avg Bars in Losers | 100 | 22 | 209 | 72 | 27 | 108 |
Bars Traded | 13665 | 2338 | 11327 | 13665 | 2338 | 11327 |
Profit Streak | 26.3851 | 27.7184 | 26.3851 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577324 | -579586 | -578362 | -578733 | 484128 | -584190 |
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{ "first_band": { "type": "bbu", "factors": { "length": 226, "offset": 0, "std": 4.47625 } }, "second_band": { "type": "rma", "factors": { "length": 101, "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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