Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10767808.9864 | 169565.0749 | -10937374.0613 | 41061580.1458 | -12620181.1628 | 53681761.3086 |
Total P&L (%) | -10767.809 | 169.5651 | -10937.3741 | 41061.5801 | -12620.1812 | 53681.7613 |
Avg Daily Profit (%) | -4.7709 | 0.0751 | -4.846 | 0.2671 | 0 | 0.279 |
Buy And Hold Return (%) | 9491.6598 | 9491.6598 | 9491.6598 | 9491.6598 | 9491.6598 | 9491.6598 |
Max Trade Drawdown | -10966296 | -92395 | -11003310 | -68754620 | -48527826 | -60256823 |
Profit Factor | 0.0522 | 1.8915 | 0.0209 | 1.2681 | 0.8312 | 1.6849 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 18 | 19 | 29 | 16 | 13 |
Losing Trades | 23 | 12 | 11 | 31 | 14 | 17 |
Profitability (%) | 61.6667 | 60 | 63.3333 | 48.3333 | 53.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.0325 | 1.261 | 0.0121 | 1.3556 | 0.7273 | 2.2034 |
Largest Winning Trade | 96501 | 96501 | 36350 | 69110954 | 11407651 | 69110954 |
Largest Losing Trade | -10875127 | -50172 | -10875127 | -28770454 | -22607128 | -28770454 |
Avg Bars in Trades | 69 | 78 | 60 | 69 | 78 | 60 |
Avg Bars in Winners | 54 | 64 | 46 | 71 | 77 | 63 |
Avg Bars in Losers | 93 | 100 | 86 | 68 | 80 | 59 |
Bars Traded | 4192 | 2363 | 1829 | 4192 | 2363 | 1829 |
Profit Streak | 87.7162 | 87.7162 | 123.2162 | 87.7162 | 87.7162 | 123.2162 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751805 | -254125 | -578138 | -166619 | -579835 | 335778 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 0, "std": 4.74537 } } }
# | 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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