Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2074479.6434 | -17397.2779 | -2057082.3655 | 7474280.4875 | 423694.3596 | 7050586.1279 |
Total P&L (%) | -2074.4796 | -17.3973 | -2057.0824 | 7474.2805 | 423.6944 | 7050.5861 |
Avg Daily Profit (%) | -1.1438 | -0.0096 | -1.1342 | 0.2389 | 0.0913 | 0.2357 |
Buy And Hold Return (%) | 511.4525 | 511.4525 | 511.4525 | 511.4525 | 511.4525 | 511.4525 |
Max Trade Drawdown | -2157993 | -23843 | -2140232 | -4797748 | -552545 | -4655811 |
Profit Factor | 0.1411 | 0.5878 | 0.1332 | 1.6887 | 1.4331 | 1.714 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 14 | 25 | 31 | 17 | 14 |
Losing Trades | 26 | 19 | 7 | 34 | 16 | 18 |
Profitability (%) | 60 | 42.4242 | 78.125 | 47.6923 | 51.5152 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0941 | 0.7978 | 0.0373 | 1.8521 | 1.3488 | 2.2037 |
Largest Winning Trade | 60035 | 8065 | 60035 | 9209812 | 215494 | 9209812 |
Largest Losing Trade | -1939462 | -5651 | -1939462 | -2282475 | -270178 | -2282475 |
Avg Bars in Trades | 315 | 5 | 634 | 315 | 5 | 634 |
Avg Bars in Winners | 257 | 7 | 397 | 302 | 5 | 662 |
Avg Bars in Losers | 401 | 4 | 1479 | 327 | 6 | 612 |
Bars Traded | 20501 | 195 | 20306 | 20501 | 195 | 20306 |
Profit Streak | 450.6422 | 450.6422 | 524.7255 | 450.6422 | 450.6422 | 524.7255 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714125 | -582509 | -575760 | -123971 | -234497 | 379164 |
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{ "first_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 2.81636 } }, "second_band": { "type": "ema", "factors": { "length": 39, "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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