Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1553506.3665 | -81639.3421 | -1471867.0244 | -19302.505 | -6733946.4152 | 6714643.9102 |
Total P&L (%) | -1553.5064 | -81.6393 | -1471.867 | -19.3025 | -6733.9464 | 6714.6439 |
Avg Daily Profit (%) | -0.6847 | -0.036 | -0.6487 | -0.0095 | 0 | 0.1862 |
Buy And Hold Return (%) | 315.3846 | 315.3846 | 315.3846 | 315.3846 | 315.3846 | 315.3846 |
Max Trade Drawdown | -1696466 | -198556 | -1560597 | -7407096 | -6799225 | -1898718 |
Profit Factor | 0.2277 | 0.7388 | 0.1337 | 0.9986 | 0.2494 | 2.536 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 16 | 19 | 35 | 14 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 22 | 16 |
Profitability (%) | 47.9452 | 44.4444 | 51.3514 | 47.9452 | 38.8889 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.2473 | 0.9235 | 0.1267 | 1.0841 | 0.3919 | 1.9322 |
Largest Winning Trade | 59661 | 36636 | 59661 | 7597562 | 960699 | 7597562 |
Largest Losing Trade | -1061298 | -50931 | -1061298 | -2554875 | -2554875 | -1187331 |
Avg Bars in Trades | 115 | 126 | 106 | 115 | 126 | 106 |
Avg Bars in Winners | 81 | 92 | 71 | 87 | 90 | 86 |
Avg Bars in Losers | 147 | 152 | 142 | 141 | 148 | 131 |
Bars Traded | 8463 | 4539 | 3924 | 8463 | 4539 | 3924 |
Profit Streak | 163.5439 | 170.7939 | 163.5439 | 163.5439 | 170.7939 | 163.5439 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -656472 | -581972 | -579631 | -654805 | -584133 | 525677 |
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{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 4.9274 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "offset": 157 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 4.9274 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "offset": 157 } } }
# | 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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