Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2108301.9132 | -33653.3986 | -2074648.5146 | -960819.4699 | -6316686.9831 | 5355867.5132 |
Total P&L (%) | -2108.3019 | -33.6534 | -2074.6485 | -960.8195 | -6316.687 | 5355.8675 |
Avg Daily Profit (%) | -1.124 | -0.0179 | -1.1061 | 0 | 0 | 0.2134 |
Buy And Hold Return (%) | 514.3367 | 514.3367 | 514.3367 | 514.3367 | 514.3367 | 514.3367 |
Max Trade Drawdown | -2213723 | -129961 | -2113566 | -11921762 | -8182094 | -7115994 |
Profit Factor | 0.2355 | 0.8959 | 0.1478 | 0.9632 | 0.54 | 1.4319 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 17 | 21 | 35 | 16 | 19 |
Losing Trades | 33 | 19 | 14 | 36 | 20 | 16 |
Profitability (%) | 53.5211 | 47.2222 | 60 | 49.2958 | 44.4444 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.2045 | 1.0013 | 0.0986 | 0.9908 | 0.6749 | 1.2058 |
Largest Winning Trade | 62755 | 62755 | 40612 | 5516012 | 2150804 | 5516012 |
Largest Losing Trade | -1520751 | -42530 | -1520751 | -4546562 | -4546562 | -3465665 |
Avg Bars in Trades | 74 | 39 | 109 | 74 | 39 | 109 |
Avg Bars in Winners | 55 | 21 | 82 | 70 | 24 | 109 |
Avg Bars in Losers | 96 | 56 | 150 | 78 | 52 | 110 |
Bars Traded | 5278 | 1438 | 3840 | 5278 | 1438 | 3840 |
Profit Streak | 0 | 0 | 0 | 134.2011 | 146.2011 | 134.2011 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -671321 | -580193 | -579491 | -670978 | -581978 | 365672 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 206, "offset": 0, "std": 2.4251 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 206, "offset": 0, "std": 2.4251 } } }
# | 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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