Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1189094.9336 | -6095.1495 | -1182999.7841 | -1504131.0356 | -7673879.1291 | 6169748.0935 |
Total P&L (%) | -1189.0949 | -6.0952 | -1182.9998 | -1504.131 | -7673.8791 | 6169.7481 |
Avg Daily Profit (%) | -0.6556 | -0.0034 | -0.6523 | 0 | 0 | 0.2284 |
Buy And Hold Return (%) | 597.3489 | 597.3489 | 597.3489 | 597.3489 | 597.3489 | 597.3489 |
Max Trade Drawdown | -1249553 | -159659 | -1216840 | -21578403 | -14793155 | -7778274 |
Profit Factor | 0.3117 | 0.9772 | 0.1896 | 0.9534 | 0.5781 | 1.4377 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 15 | 16 | 32 | 18 | 14 |
Losing Trades | 28 | 15 | 13 | 27 | 12 | 15 |
Profitability (%) | 52.5424 | 50 | 55.1724 | 54.2373 | 60 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.2816 | 0.9772 | 0.1541 | 0.8044 | 0.3854 | 1.5404 |
Largest Winning Trade | 50333 | 47930 | 50333 | 9618933 | 2982052 | 9618933 |
Largest Losing Trade | -651091 | -76736 | -651091 | -13175893 | -13175893 | -6430913 |
Avg Bars in Trades | 173 | 133 | 214 | 173 | 133 | 214 |
Avg Bars in Winners | 113 | 54 | 168 | 155 | 112 | 210 |
Avg Bars in Losers | 240 | 212 | 272 | 195 | 164 | 219 |
Bars Traded | 10236 | 4003 | 6233 | 10236 | 4003 | 6233 |
Profit Streak | 0 | 0 | 0 | 150.5184 | 150.5184 | 152.5184 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759948 | -580825 | -580162 | -758765 | -578954 | 366006 |
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{ "first_band": { "type": "bbu", "factors": { "length": 203, "offset": 0, "std": 1.07571 } }, "second_band": { "type": "sma", "factors": { "length": 230, "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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