Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1190557.7636 | -13241.3887 | -1177316.375 | -1042459.7219 | -6308815.8226 | 5266356.1006 |
Total P&L (%) | -1190.5578 | -13.2414 | -1177.3164 | -1042.4597 | -6308.8158 | 5266.3561 |
Avg Daily Profit (%) | -0.656 | -0.0073 | -0.6487 | 0 | 0 | 0.2197 |
Buy And Hold Return (%) | 588.3105 | 588.3105 | 588.3105 | 588.3105 | 588.3105 | 588.3105 |
Max Trade Drawdown | -1294294 | -193740 | -1244650 | -19678388 | -14531945 | -5561493 |
Profit Factor | 0.3795 | 0.966 | 0.2299 | 0.9685 | 0.6776 | 1.3897 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 159 | 79 | 80 | 102 | 48 | 54 |
Losing Trades | 48 | 25 | 23 | 105 | 56 | 49 |
Profitability (%) | 76.8116 | 75.9615 | 77.6699 | 49.2754 | 46.1538 | 52.4272 |
Ratio Avg Win / Avg Loss | 0.1146 | 0.3057 | 0.0661 | 0.997 | 0.7905 | 1.261 |
Largest Winning Trade | 28018 | 28018 | 14827 | 8133095 | 1682011 | 8133095 |
Largest Losing Trade | -612276 | -75085 | -612276 | -12282930 | -12282930 | -3352477 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 11 | 10 | 11 | 30 | 33 | 27 |
Avg Bars in Losers | 110 | 122 | 97 | 37 | 40 | 34 |
Bars Traded | 7086 | 3885 | 3201 | 7086 | 3885 | 3201 |
Profit Streak | 40.1658 | 63.1658 | 40.1658 | 0 | 0 | 0 |
Trades During Streak | 15 | 8 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574446 | -575800 | -575596 | -579976 | -582550 | 319426 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 3.44778 } } }
# | 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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