Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1002437.6519 | 41347.3873 | -1043785.0392 | 77984.4335 | -4871868.8083 | 4949853.2417 |
Total P&L (%) | -1002.4377 | 41.3474 | -1043.785 | 77.9844 | -4871.8688 | 4949.8532 |
Avg Daily Profit (%) | -0.5321 | 0.0219 | -0.554 | 0.0306 | 0 | 0.2084 |
Buy And Hold Return (%) | 417.9688 | 417.9688 | 417.9688 | 417.9688 | 417.9688 | 417.9688 |
Max Trade Drawdown | -1247820 | -203129 | -1087017 | -4400198 | -5111007 | -958737 |
Profit Factor | 0.3464 | 1.1281 | 0.1379 | 1.0097 | 0.2208 | 3.8245 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 12 | 19 | 31 | 10 | 21 |
Losing Trades | 28 | 17 | 11 | 28 | 19 | 9 |
Profitability (%) | 52.5424 | 41.3793 | 63.3333 | 52.5424 | 34.4828 | 70 |
Ratio Avg Win / Avg Loss | 0.3128 | 1.5981 | 0.0798 | 0.912 | 0.4196 | 1.6391 |
Largest Winning Trade | 203027 | 203027 | 24234 | 4320365 | 725689 | 4320365 |
Largest Losing Trade | -763039 | -59011 | -763039 | -2677078 | -2677078 | -958737 |
Avg Bars in Trades | 61 | 72 | 51 | 61 | 72 | 51 |
Avg Bars in Winners | 39 | 53 | 31 | 42 | 43 | 41 |
Avg Bars in Losers | 86 | 85 | 87 | 83 | 87 | 74 |
Bars Traded | 3645 | 2091 | 1554 | 3645 | 2091 | 1554 |
Profit Streak | 21.351 | 0 | 31.851 | 21.351 | 0 | 31.851 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759397 | -411284 | -578099 | -707873 | -586867 | 669077 |
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{ "first_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 3.58975 } }, "second_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 4.90142 } } }
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# | 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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