Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1939391.274 | -38664.9345 | -1900726.3395 | 465400.5709 | 15178136.8025 | -14712736.2316 |
Total P&L (%) | -1939.3913 | -38.6649 | -1900.7263 | 465.4006 | 15178.1368 | -14712.7362 |
Avg Daily Profit (%) | -1.0386 | -0.0207 | -1.0179 | 0.0928 | 0.2697 | 0 |
Buy And Hold Return (%) | 516.6387 | 516.6387 | 516.6387 | 516.6387 | 516.6387 | 516.6387 |
Max Trade Drawdown | -2125023 | -194343 | -2013882 | -15686691 | -3060115 | -17845496 |
Profit Factor | 0.294 | 0.9129 | 0.1746 | 1.0127 | 2.449 | 0.4357 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 186 | 89 | 97 | 102 | 56 | 46 |
Losing Trades | 45 | 26 | 19 | 129 | 59 | 70 |
Profitability (%) | 80.5195 | 77.3913 | 83.6207 | 44.1558 | 48.6957 | 39.6552 |
Ratio Avg Win / Avg Loss | 0.0711 | 0.2667 | 0.0342 | 1.2808 | 2.5801 | 0.6631 |
Largest Winning Trade | 33778 | 33778 | 12807 | 8440334 | 8440334 | 5396177 |
Largest Losing Trade | -1319454 | -63106 | -1319454 | -9773488 | -2467020 | -9773488 |
Avg Bars in Trades | 31 | 35 | 26 | 31 | 35 | 26 |
Avg Bars in Winners | 11 | 9 | 13 | 46 | 55 | 34 |
Avg Bars in Losers | 113 | 126 | 95 | 19 | 17 | 21 |
Bars Traded | 7256 | 4131 | 3125 | 7256 | 4131 | 3125 |
Profit Streak | 58.2002 | 79.2002 | 58.2002 | 58.2002 | 79.2002 | 58.2002 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573928 | -575688 | -574657 | -440708 | 505945 | -583199 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 3.27404 } } }
# | 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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