Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1489565.6875 | 285239.2554 | -1774804.9429 | -12340974.2387 | 47326265.882 | -59667240.1207 |
Total P&L (%) | -1489.5657 | 285.2393 | -1774.8049 | -12340.9742 | 47326.2659 | -59667.2401 |
Avg Daily Profit (%) | -0.6587 | 0.1261 | -0.7848 | 0 | 0.2728 | 0 |
Buy And Hold Return (%) | 10586.0647 | 10586.0647 | 10586.0647 | 10586.0647 | 10586.0647 | 10586.0647 |
Max Trade Drawdown | -1746447 | -70363 | -1829454 | -100696460 | -20812192 | -106755330 |
Profit Factor | 0.3525 | 2.2964 | 0.1469 | 0.9253 | 2.1325 | 0.5168 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 23 | 23 | 48 | 22 | 26 |
Losing Trades | 45 | 22 | 23 | 43 | 23 | 20 |
Profitability (%) | 50.5495 | 51.1111 | 50 | 52.7473 | 48.8889 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.3449 | 2.1966 | 0.1469 | 0.8289 | 2.2294 | 0.3975 |
Largest Winning Trade | 104918 | 104918 | 37848 | 26887231 | 26887231 | 13495952 |
Largest Losing Trade | -1562641 | -34048 | -1562641 | -66385556 | -7708924 | -66385556 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 46 | 49 | 44 | 51 | 57 | 46 |
Avg Bars in Losers | 47 | 45 | 49 | 42 | 37 | 47 |
Bars Traded | 4298 | 2132 | 2166 | 4298 | 2132 | 2166 |
Profit Streak | 0 | 130.0248 | 0 | 44.5248 | 0 | 71.0248 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580463 | -184479 | -580704 | -579624 | 379662 | -579300 |
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{ "first_band": { "type": "bbm", "factors": { "length": 184, "offset": 0, "std": 4.59784 } }, "second_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 184, "offset": 0, "std": 4.59784 } }, "second_band": { "type": "sma", "factors": { "length": 116, "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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