Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2532810.7206 | 62655.5901 | -2595466.3107 | -73400606.7988 | 29932109.1318 | -103332715.9305 |
Total P&L (%) | -2532.8107 | 62.6556 | -2595.4663 | -73400.6068 | 29932.1091 | -103332.7159 |
Avg Daily Profit (%) | -1.3554 | 0.0335 | -1.3889 | 0 | 0.3058 | 0 |
Buy And Hold Return (%) | 6898.6985 | 6898.6985 | 6898.6985 | 6898.6985 | 6898.6985 | 6898.6985 |
Max Trade Drawdown | -2568528 | -44960 | -2613479 | -165383892 | -18421408 | -177469588 |
Profit Factor | 0.1685 | 1.5876 | 0.117 | 0.7089 | 1.7271 | 0.5102 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 48 | 26 | 22 | 49 | 24 | 25 |
Losing Trades | 31 | 14 | 17 | 30 | 16 | 14 |
Profitability (%) | 60.7595 | 65 | 56.4103 | 62.0253 | 60 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.1088 | 0.8548 | 0.0904 | 0.434 | 1.1514 | 0.2857 |
Largest Winning Trade | 52312 | 23983 | 52312 | 53641873 | 18918324 | 53641873 |
Largest Losing Trade | -1620012 | -17750 | -1620012 | -159189992 | -13204291 | -159189992 |
Avg Bars in Trades | 132 | 19 | 248 | 132 | 19 | 248 |
Avg Bars in Winners | 88 | 22 | 167 | 104 | 22 | 183 |
Avg Bars in Losers | 201 | 15 | 353 | 178 | 15 | 365 |
Bars Traded | 10488 | 796 | 9693 | 10488 | 796 | 9693 |
Profit Streak | 48.4259 | 210.9259 | 0 | 0 | 0 | 111.0925 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609821 | -310093 | -579926 | -610218 | 388269 | -578366 |
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{ "first_band": { "type": "bbu", "factors": { "length": 184, "offset": 0, "std": 3.2362 } }, "second_band": { "type": "t3", "factors": { "length": 84, "offset": 0, "a": 0.60441 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 184, "offset": 0, "std": 3.2362 } }, "second_band": { "type": "t3", "factors": { "length": 84, "offset": 0, "a": 0.60441 } } }
# | 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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