Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -493058.4654 | 17010.9648 | -510069.4302 | 1867619.3711 | -456129.3607 | 2323748.7317 |
Total P&L (%) | -493.0585 | 17.011 | -510.0694 | 1867.6194 | -456.1294 | 2323.7487 |
Avg Daily Profit (%) | -0.2713 | 0.0094 | -0.2807 | 0.1641 | 0 | 0.1756 |
Buy And Hold Return (%) | 607.5195 | 607.5195 | 607.5195 | 607.5195 | 607.5195 | 607.5195 |
Max Trade Drawdown | -677773 | -60575 | -655560 | -1983994 | -872857 | -1876523 |
Profit Factor | 0.5299 | 1.1343 | 0.4468 | 1.3149 | 0.6862 | 1.519 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 16 | 22 | 34 | 18 | 16 |
Losing Trades | 27 | 17 | 10 | 31 | 15 | 16 |
Profitability (%) | 58.4615 | 48.4848 | 68.75 | 52.3077 | 54.5455 | 50 |
Ratio Avg Win / Avg Loss | 0.3765 | 1.2052 | 0.2031 | 1.1989 | 0.5719 | 1.519 |
Largest Winning Trade | 57078 | 29745 | 57078 | 3635440 | 257255 | 3635440 |
Largest Losing Trade | -378690 | -27904 | -378690 | -1462748 | -396387 | -1462748 |
Avg Bars in Trades | 72 | 11 | 135 | 72 | 11 | 135 |
Avg Bars in Winners | 61 | 11 | 97 | 84 | 12 | 165 |
Avg Bars in Losers | 89 | 12 | 221 | 60 | 11 | 106 |
Bars Traded | 4736 | 390 | 4346 | 4736 | 390 | 4346 |
Profit Streak | 205.7063 | 205.7063 | 258.373 | 205.7063 | 205.7063 | 258.373 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714295 | -418296 | -577028 | -129454 | -578959 | 334945 |
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{ "first_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.85042 } }, "second_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 2.1901 } } }
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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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