Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1362949.8916 | -51231.3183 | -1311718.5733 | -2162303.583 | -8418041.5232 | 6255737.9402 |
Total P&L (%) | -1362.9499 | -51.2313 | -1311.7186 | -2162.3036 | -8418.0415 | 6255.7379 |
Avg Daily Profit (%) | -0.7461 | -0.028 | -0.7181 | 0 | 0 | 0.2276 |
Buy And Hold Return (%) | 796.3083 | 796.3083 | 796.3083 | 796.3083 | 796.3083 | 796.3083 |
Max Trade Drawdown | -1535793 | -192516 | -1394543 | -17096870 | -11989953 | -5280066 |
Profit Factor | 0.3055 | 0.8524 | 0.188 | 0.9172 | 0.4843 | 1.6386 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 53 | 27 | 26 | 38 | 17 | 21 |
Losing Trades | 35 | 17 | 18 | 50 | 27 | 23 |
Profitability (%) | 60.2273 | 61.3636 | 59.0909 | 43.1818 | 38.6364 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.2017 | 0.5367 | 0.1302 | 1.2069 | 0.7691 | 1.7946 |
Largest Winning Trade | 35750 | 29448 | 35750 | 8671122 | 1637315 | 8671122 |
Largest Losing Trade | -625953 | -46530 | -625953 | -5536203 | -5536203 | -2188464 |
Avg Bars in Trades | 58 | 47 | 69 | 58 | 47 | 69 |
Avg Bars in Winners | 39 | 25 | 53 | 59 | 35 | 78 |
Avg Bars in Losers | 86 | 81 | 92 | 57 | 54 | 60 |
Bars Traded | 5120 | 2073 | 3047 | 5120 | 2073 | 3047 |
Profit Streak | 110.3691 | 168.3691 | 110.3691 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577863 | -577892 | -578978 | -581527 | -585138 | 379820 |
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 2.41538 } }, "second_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 2.41538 } }, "second_band": { "type": "midpoint", "factors": { "length": 136, "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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