Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -83292.5595 | 498106.128 | -581398.6875 | 33981549.3959 | -234043.2504 | 34215592.6463 |
Total P&L (%) | -83.2926 | 498.1061 | -581.3987 | 33981.5494 | -234.0433 | 34215.5926 |
Avg Daily Profit (%) | -0.0369 | 0.2207 | -0.2576 | 0.2587 | 0 | 0.259 |
Buy And Hold Return (%) | 10208.2418 | 10208.2418 | 10208.2418 | 10208.2418 | 10208.2418 | 10208.2418 |
Max Trade Drawdown | -667599 | -48666 | -714285 | -18295458 | -13209468 | -7101868 |
Profit Factor | 0.9178 | 5.3911 | 0.3542 | 2.2044 | 0.9875 | 4.619 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 51 | 25 | 26 | 35 | 15 | 20 |
Losing Trades | 25 | 13 | 12 | 41 | 23 | 18 |
Profitability (%) | 67.1053 | 65.7895 | 68.4211 | 46.0526 | 39.4737 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.4499 | 2.8034 | 0.1635 | 2.5822 | 1.5142 | 4.1571 |
Largest Winning Trade | 187212 | 187212 | 42510 | 25858856 | 4569785 | 25858856 |
Largest Losing Trade | -271166 | -47651 | -271166 | -7455135 | -7455135 | -3052728 |
Avg Bars in Trades | 83 | 109 | 56 | 83 | 109 | 56 |
Avg Bars in Winners | 66 | 84 | 49 | 100 | 166 | 51 |
Avg Bars in Losers | 117 | 158 | 72 | 68 | 73 | 62 |
Bars Traded | 6334 | 4178 | 2156 | 6334 | 4178 | 2156 |
Profit Streak | 42.8015 | 42.8015 | 53.1349 | 42.8015 | 42.8015 | 53.1349 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630561 | -146851 | -576968 | -43898 | -581093 | 540777 |
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{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 2.24072 } }, "second_band": { "type": "midprice", "factors": { "length": 77, "offset": 204 } } }
# | 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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