Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1664787.2244 | -185336.0859 | -1479451.1384 | -88259.2745 | -3395320.0012 | 3307060.7267 |
Total P&L (%) | -1664.7872 | -185.3361 | -1479.4511 | -88.2593 | -3395.32 | 3307.0607 |
Avg Daily Profit (%) | -0.8874 | -0.0988 | -0.7886 | -0.1141 | 0 | 0.1883 |
Buy And Hold Return (%) | 339.9644 | 339.9644 | 339.9644 | 339.9644 | 339.9644 | 339.9644 |
Max Trade Drawdown | -1719550 | -243953 | -1492791 | -4012099 | -3601739 | -1671259 |
Profit Factor | 0.1664 | 0.4485 | 0.1093 | 0.9869 | 0.1458 | 2.1912 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 13 | 17 | 34 | 13 | 21 |
Losing Trades | 32 | 18 | 14 | 28 | 18 | 10 |
Profitability (%) | 48.3871 | 41.9355 | 54.8387 | 54.8387 | 41.9355 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.1775 | 0.621 | 0.09 | 0.8128 | 0.2019 | 1.0434 |
Largest Winning Trade | 34391 | 20074 | 34391 | 5362252 | 357637 | 5362252 |
Largest Losing Trade | -993988 | -56606 | -993988 | -1346099 | -1346099 | -1228311 |
Avg Bars in Trades | 56 | 71 | 42 | 56 | 71 | 42 |
Avg Bars in Winners | 25 | 21 | 28 | 30 | 33 | 29 |
Avg Bars in Losers | 86 | 108 | 58 | 88 | 99 | 69 |
Bars Traded | 3529 | 2223 | 1306 | 3529 | 2223 | 1306 |
Profit Streak | 77.1669 | 77.1669 | 124.1669 | 77.1669 | 77.1669 | 124.1669 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738940 | -583396 | -579624 | -737686 | -583396 | 497567 |
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{ "first_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 95, "offset": 0, "std": 1.61244 } } }
# | 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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