Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1316808.2156 | 26057.8865 | -1342866.1021 | -1005015.9808 | -8539473.4226 | 7534457.4418 |
Total P&L (%) | -1316.8082 | 26.0579 | -1342.8661 | -1005.016 | -8539.4734 | 7534.4574 |
Avg Daily Profit (%) | -0.7209 | 0.0143 | -0.7351 | 0 | 0 | 0.2376 |
Buy And Hold Return (%) | 651.3058 | 651.3058 | 651.3058 | 651.3058 | 651.3058 | 651.3058 |
Max Trade Drawdown | -1418910 | -169620 | -1388025 | -25191224 | -19923488 | -5407161 |
Profit Factor | 0.3336 | 1.0789 | 0.1841 | 0.9725 | 0.6502 | 1.6222 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 26 | 24 | 37 | 17 | 20 |
Losing Trades | 33 | 16 | 17 | 46 | 25 | 21 |
Profitability (%) | 60.241 | 61.9048 | 58.5366 | 44.5783 | 40.4762 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.2202 | 0.6639 | 0.1304 | 1.209 | 0.9562 | 1.7033 |
Largest Winning Trade | 49369 | 39774 | 49369 | 8923891 | 2787555 | 8923891 |
Largest Losing Trade | -927513 | -75872 | -927513 | -17479924 | -17479924 | -4238832 |
Avg Bars in Trades | 63 | 71 | 55 | 63 | 71 | 55 |
Avg Bars in Winners | 34 | 37 | 31 | 68 | 80 | 57 |
Avg Bars in Losers | 108 | 128 | 89 | 59 | 65 | 53 |
Bars Traded | 5286 | 3015 | 2271 | 5286 | 3015 | 2271 |
Profit Streak | 50.2227 | 72.8894 | 50.2227 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579034 | -472405 | -579071 | -582497 | -584438 | 395705 |
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{ "first_band": { "type": "bbm", "factors": { "length": 12, "offset": 0, "std": 3.48982 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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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