Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1383846.9157 | 65907.6957 | -1449754.6113 | 27860241.7296 | -4947773.6168 | 32808015.3464 |
Total P&L (%) | -1383.8469 | 65.9077 | -1449.7546 | 27860.2417 | -4947.7736 | 32808.0153 |
Avg Daily Profit (%) | -0.7457 | 0.0355 | -0.7812 | 0.304 | 0 | 0.3128 |
Buy And Hold Return (%) | 181.768 | 181.768 | 181.768 | 181.768 | 181.768 | 181.768 |
Max Trade Drawdown | -1561075 | -76450 | -369667 | -30219052 | -26425683 | -4671255 |
Profit Factor | 0.3241 | 1.239 | 0.1817 | 1.49 | 0.8793 | 3.0693 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 22 | 28 | 48 | 27 | 21 |
Losing Trades | 38 | 22 | 16 | 40 | 17 | 23 |
Profitability (%) | 56.8182 | 50 | 63.6364 | 54.5455 | 61.3636 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.2463 | 1.239 | 0.1038 | 1.2416 | 0.5537 | 3.3616 |
Largest Winning Trade | 48329 | 48329 | 37736 | 13097687 | 7739196 | 13097687 |
Largest Losing Trade | -1340568 | -38103 | -1340568 | -15956536 | -15956536 | -3806411 |
Avg Bars in Trades | 81 | 61 | 101 | 81 | 61 | 101 |
Avg Bars in Winners | 46 | 45 | 47 | 76 | 54 | 105 |
Avg Bars in Losers | 126 | 77 | 195 | 86 | 72 | 97 |
Bars Traded | 7162 | 2707 | 4455 | 7162 | 2707 | 4455 |
Profit Streak | 36.5543 | 39.3043 | 36.5543 | 36.5543 | 39.3043 | 36.5543 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578669 | -310914 | -578408 | 431491 | -578699 | 525030 |
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{ "first_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 4.45087 } }, "second_band": { "type": "rma", "factors": { "length": 216, "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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