Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -823680.7283 | 829496.2074 | -1653176.9357 | 724459819.5907 | -913925025.448 | 1638384845.0387 |
Total P&L (%) | -823.6807 | 829.4962 | -1653.1769 | 724459.8196 | -913925.0254 | 1638384.845 |
Avg Daily Profit (%) | -0.363 | 0.3656 | -0.7286 | 0.3925 | 0 | 0.4286 |
Buy And Hold Return (%) | 10635.8049 | 10635.8049 | 10635.8049 | 10635.8049 | 10635.8049 | 10635.8049 |
Max Trade Drawdown | -1716497 | -60284 | -1722434 | -1339687079 | -1060335823 | -481409916 |
Profit Factor | 0.6334 | 5.5673 | 0.1996 | 1.261 | 0.4152 | 2.3507 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 66 | 31 | 35 | 52 | 26 | 26 |
Losing Trades | 49 | 26 | 23 | 63 | 31 | 32 |
Profitability (%) | 57.3913 | 54.386 | 60.3448 | 45.2174 | 45.614 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.4703 | 4.6693 | 0.1312 | 1.5278 | 0.495 | 2.8932 |
Largest Winning Trade | 472307 | 472307 | 46868 | 2112115953 | 175047997 | 2112115953 |
Largest Losing Trade | -1703795 | -32141 | -1703795 | -567096077 | -567096077 | -324291787 |
Avg Bars in Trades | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Winners | 38 | 40 | 37 | 38 | 40 | 36 |
Avg Bars in Losers | 35 | 35 | 35 | 36 | 35 | 37 |
Bars Traded | 4301 | 2156 | 2145 | 4301 | 2156 | 2145 |
Profit Streak | 0 | 76.3439 | 0 | 0 | 76.3439 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579514 | -326636 | -759492 | 327063 | -761574 | -167598 |
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{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 2.24957 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 125 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 2.24957 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 125 } } }
# | 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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