Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7338873.7424 | 234877.5602 | -7573751.3026 | 69558827.4345 | -123837898.2919 | 193396725.7264 |
Total P&L (%) | -7338.8737 | 234.8776 | -7573.7513 | 69558.8274 | -123837.8983 | 193396.7257 |
Avg Daily Profit (%) | -3.2323 | 0.1034 | -3.3357 | 0.2887 | 0 | 0.3339 |
Buy And Hold Return (%) | 10885.8274 | 10885.8274 | 10885.8274 | 10885.8274 | 10885.8274 | 10885.8274 |
Max Trade Drawdown | -7594018 | -70757 | -7664110 | -227221056 | -155398494 | -127644313 |
Profit Factor | 0.0937 | 2.4492 | 0.0456 | 1.1913 | 0.4062 | 2.2466 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 23 | 20 | 43 | 21 | 22 |
Losing Trades | 39 | 18 | 21 | 39 | 20 | 19 |
Profitability (%) | 52.439 | 56.0976 | 48.7805 | 52.439 | 51.2195 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.085 | 1.9168 | 0.0479 | 1.0805 | 0.3868 | 1.9403 |
Largest Winning Trade | 63398 | 63398 | 50516 | 157362833 | 26662223 | 157362833 |
Largest Losing Trade | -7519991 | -38394 | -7519991 | -51243852 | -51243852 | -38418661 |
Avg Bars in Trades | 51 | 33 | 70 | 51 | 33 | 70 |
Avg Bars in Winners | 48 | 33 | 66 | 46 | 38 | 54 |
Avg Bars in Losers | 55 | 33 | 73 | 58 | 28 | 89 |
Bars Traded | 4263 | 1376 | 2887 | 4263 | 1376 | 2887 |
Profit Streak | 192.749 | 209.249 | 192.749 | 192.749 | 209.249 | 192.749 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587880 | -213750 | -580626 | -8847 | -579174 | 524081 |
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{ "first_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 141, "offset": 0, "std": 1.38718 } } }
# | 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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