Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7518393.2793 | 218535.5787 | -7736928.8581 | 5741346.7534 | -123704112.005 | 129445458.7585 |
Total P&L (%) | -7518.3933 | 218.5356 | -7736.9289 | 5741.3468 | -123704.112 | 129445.4588 |
Avg Daily Profit (%) | -3.3316 | 0.0968 | -3.4285 | 0.1804 | 0 | 0.3181 |
Buy And Hold Return (%) | 9439.8063 | 9439.8063 | 9439.8063 | 9439.8063 | 9439.8063 | 9439.8063 |
Max Trade Drawdown | -7832834 | -54142 | -7826082 | -340764742 | -202992440 | -250791846 |
Profit Factor | 0.0792 | 2.5659 | 0.036 | 1.009 | 0.6343 | 1.4358 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 19 | 26 | 47 | 28 | 19 |
Losing Trades | 37 | 22 | 15 | 35 | 13 | 22 |
Profitability (%) | 54.878 | 46.3415 | 63.4146 | 57.3171 | 68.2927 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.0651 | 2.9711 | 0.0208 | 0.7514 | 0.2945 | 1.6625 |
Largest Winning Trade | 65554 | 65554 | 38243 | 148007123 | 29699600 | 148007123 |
Largest Losing Trade | -7826082 | -18903 | -7826082 | -79406927 | -79406927 | -56842686 |
Avg Bars in Trades | 76 | 58 | 93 | 76 | 58 | 93 |
Avg Bars in Winners | 62 | 50 | 70 | 81 | 58 | 114 |
Avg Bars in Losers | 92 | 65 | 132 | 69 | 60 | 75 |
Bars Traded | 6238 | 2408 | 3831 | 6238 | 2408 | 3831 |
Profit Streak | 117.8561 | 117.8561 | 211.8561 | 117.8561 | 117.8561 | 416.1894 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587965 | -225394 | -578411 | -377031 | -577806 | 397545 |
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{ "first_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 1.8375 } }, "second_band": { "type": "fwma", "factors": { "length": 51, "offset": 232 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 1.8375 } }, "second_band": { "type": "fwma", "factors": { "length": 51, "offset": 232 } } }
# | 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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