Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3485913.7392 | -175754.463 | -3310159.2762 | -99882.6956 | 25547615.1484 | -25647497.844 |
Total P&L (%) | -3485.9137 | -175.7545 | -3310.1593 | -99.8827 | 25547.6151 | -25647.4978 |
Avg Daily Profit (%) | -1.7061 | -0.086 | -1.62 | -0.3297 | 0.2719 | 0 |
Buy And Hold Return (%) | 3747.0847 | 3747.0847 | 3747.0847 | 3747.0847 | 3747.0847 | 3747.0847 |
Max Trade Drawdown | -3540549 | -283239 | -3409473 | -41587461 | -4865249 | -36722211 |
Profit Factor | 0.1685 | 0.6697 | 0.0956 | 0.9979 | 4.8831 | 0.3703 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 141 | 69 | 72 | 117 | 62 | 55 |
Losing Trades | 50 | 26 | 24 | 74 | 33 | 41 |
Profitability (%) | 73.822 | 72.6316 | 75 | 61.2565 | 65.2632 | 57.2917 |
Ratio Avg Win / Avg Loss | 0.0597 | 0.2524 | 0.0319 | 0.6311 | 2.599 | 0.276 |
Largest Winning Trade | 19647 | 19647 | 15463 | 11542767 | 11542767 | 5403882 |
Largest Losing Trade | -1722017 | -79044 | -1722017 | -33865382 | -3998742 | -33865382 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 12 | 11 | 12 | 30 | 31 | 28 |
Avg Bars in Losers | 123 | 130 | 116 | 59 | 68 | 51 |
Bars Traded | 7900 | 4205 | 3695 | 7900 | 4205 | 3695 |
Profit Streak | 279.874 | 314.124 | 279.874 | 279.874 | 314.124 | 279.874 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575720 | -576521 | -576968 | -577349 | 703490 | -579542 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 194, "offset": 0, "std": 4.06508 } } }
# | 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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