Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -919420.4546 | 72305.0512 | -991725.5057 | -1264586.8364 | -6440429.3013 | 5175842.4649 |
Total P&L (%) | -919.4205 | 72.3051 | -991.7255 | -1264.5868 | -6440.4293 | 5175.8425 |
Avg Daily Profit (%) | -0.5072 | 0.0399 | -0.5471 | 0 | 0 | 0.219 |
Buy And Hold Return (%) | 507.6751 | 507.6751 | 507.6751 | 507.6751 | 507.6751 | 507.6751 |
Max Trade Drawdown | -1012202 | -136914 | -1043971 | -11655588 | -8518849 | -4605983 |
Profit Factor | 0.4225 | 1.2566 | 0.2431 | 0.9472 | 0.4696 | 1.4378 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 18 | 18 | 27 | 13 | 14 |
Losing Trades | 26 | 13 | 13 | 35 | 18 | 17 |
Profitability (%) | 58.0645 | 58.0645 | 58.0645 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.3051 | 0.9076 | 0.1756 | 1.2279 | 0.6502 | 1.7459 |
Largest Winning Trade | 60889 | 60889 | 45804 | 12021028 | 1528829 | 12021028 |
Largest Losing Trade | -524223 | -77942 | -524223 | -7667049 | -7667049 | -4264788 |
Avg Bars in Trades | 170 | 180 | 159 | 170 | 180 | 159 |
Avg Bars in Winners | 92 | 106 | 78 | 169 | 174 | 164 |
Avg Bars in Losers | 277 | 283 | 270 | 170 | 185 | 155 |
Bars Traded | 10551 | 5609 | 4942 | 10551 | 5609 | 4942 |
Profit Streak | 0 | 0 | 0 | 59.8146 | 59.8146 | 154.648 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738232 | -306246 | -579772 | -739420 | -583393 | 334056 |
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{ "first_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 2.30312 } }, "second_band": { "type": "t3", "factors": { "length": 106, "offset": 0, "a": 0.40279 } } }
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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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