Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -894253.2418 | 74247.0658 | -968500.3076 | -537543.4074 | -4030460.8495 | 3492917.4421 |
Total P&L (%) | -894.2532 | 74.2471 | -968.5003 | -537.5434 | -4030.4608 | 3492.9174 |
Avg Daily Profit (%) | -0.4896 | 0.0407 | -0.5303 | 0 | 0 | 0.1963 |
Buy And Hold Return (%) | 671.1883 | 671.1883 | 671.1883 | 671.1883 | 671.1883 | 671.1883 |
Max Trade Drawdown | -992416 | -163234 | -1018202 | -8487196 | -6712905 | -1913179 |
Profit Factor | 0.4498 | 1.2131 | 0.2416 | 0.968 | 0.6181 | 1.5593 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 27 | 28 | 42 | 20 | 22 |
Losing Trades | 39 | 20 | 19 | 52 | 27 | 25 |
Profitability (%) | 58.5106 | 57.4468 | 59.5745 | 44.6809 | 42.5532 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.319 | 0.8986 | 0.1639 | 1.1985 | 0.8344 | 1.7719 |
Largest Winning Trade | 93481 | 93481 | 41574 | 6048743 | 1609750 | 6048743 |
Largest Losing Trade | -533612 | -78368 | -533612 | -5974603 | -5974603 | -1199495 |
Avg Bars in Trades | 56 | 57 | 54 | 56 | 57 | 54 |
Avg Bars in Winners | 34 | 36 | 33 | 58 | 63 | 53 |
Avg Bars in Losers | 86 | 85 | 86 | 54 | 53 | 55 |
Bars Traded | 5287 | 2703 | 2584 | 5287 | 2703 | 2584 |
Profit Streak | 0 | 0 | 0 | 153.1594 | 153.1595 | 168.1595 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579424 | -305446 | -579455 | -579547 | -582629 | 338250 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 2.55969 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 2.55969 } } }
# | 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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