Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -708624.5151 | 143448.2559 | -852072.771 | -803235.0501 | -5804175.0487 | 5000939.9987 |
Total P&L (%) | -708.6245 | 143.4483 | -852.0728 | -803.2351 | -5804.175 | 5000.94 |
Avg Daily Profit (%) | -0.3884 | 0.0786 | -0.467 | 0 | 0 | 0.2158 |
Buy And Hold Return (%) | 745.6811 | 745.6811 | 745.6811 | 745.6811 | 745.6811 | 745.6811 |
Max Trade Drawdown | -850366 | -124134 | -881483 | -13250013 | -9760243 | -3624044 |
Profit Factor | 0.536 | 1.4162 | 0.2795 | 0.9702 | 0.6164 | 1.4226 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 56 | 29 | 27 | 49 | 23 | 26 |
Losing Trades | 41 | 20 | 21 | 48 | 26 | 22 |
Profitability (%) | 57.732 | 59.1837 | 56.25 | 50.5155 | 46.9388 | 54.1667 |
Ratio Avg Win / Avg Loss | 0.3924 | 0.9767 | 0.2174 | 0.9504 | 0.6968 | 1.2037 |
Largest Winning Trade | 72043 | 72043 | 50421 | 10860024 | 2005617 | 10860024 |
Largest Losing Trade | -417281 | -80049 | -417281 | -9106007 | -9106007 | -3403106 |
Avg Bars in Trades | 222 | 238 | 206 | 222 | 238 | 206 |
Avg Bars in Winners | 158 | 188 | 125 | 226 | 264 | 192 |
Avg Bars in Losers | 310 | 310 | 310 | 218 | 214 | 223 |
Bars Traded | 21586 | 11668 | 9918 | 21586 | 11668 | 9918 |
Profit Streak | 14.1507 | 15.484 | 0 | 0 | 0 | 110.0674 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578922 | -252751 | -579879 | -580452 | -581872 | 389845 |
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 3.83558 } }, "second_band": { "type": "rma", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 3.83558 } }, "second_band": { "type": "rma", "factors": { "length": 98, "offset": 0 } } }
# | 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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