Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1241199.069 | 31333.8652 | -1272532.9343 | -4091389.2769 | -12664098.2811 | 8572709.0042 |
Total P&L (%) | -1241.1991 | 31.3339 | -1272.5329 | -4091.3893 | -12664.0983 | 8572.709 |
Avg Daily Profit (%) | -0.6824 | 0.0172 | -0.6996 | 0 | 0 | 0.2456 |
Buy And Hold Return (%) | 701.4696 | 701.4696 | 701.4696 | 701.4696 | 701.4696 | 701.4696 |
Max Trade Drawdown | -1327916 | -115835 | -1337223 | -27932365 | -19452308 | -10088993 |
Profit Factor | 0.3451 | 1.1033 | 0.2006 | 0.9112 | 0.5593 | 1.4949 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 53 | 24 | 29 | 42 | 21 | 21 |
Losing Trades | 33 | 19 | 14 | 44 | 22 | 22 |
Profitability (%) | 61.6279 | 55.814 | 67.4419 | 48.8372 | 48.8372 | 48.8372 |
Ratio Avg Win / Avg Loss | 0.2149 | 0.8734 | 0.0968 | 0.9546 | 0.5859 | 1.5661 |
Largest Winning Trade | 42628 | 42628 | 42091 | 12681305 | 3031537 | 12681305 |
Largest Losing Trade | -668471 | -73253 | -668471 | -15182031 | -15182031 | -7628367 |
Avg Bars in Trades | 59 | 59 | 58 | 59 | 59 | 58 |
Avg Bars in Winners | 30 | 36 | 24 | 57 | 46 | 69 |
Avg Bars in Losers | 105 | 87 | 130 | 60 | 71 | 49 |
Bars Traded | 5080 | 2544 | 2536 | 5080 | 2544 | 2536 |
Profit Streak | 93.7141 | 93.7141 | 103.7141 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577803 | -442839 | -577905 | -581000 | -581179 | 374859 |
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{ "first_band": { "type": "bbu", "factors": { "length": 183, "offset": 0, "std": 1.50901 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 183, "offset": 0, "std": 1.50901 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "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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