Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2680498.0695 | 40903.1167 | -2721401.1863 | 33560740.1212 | -4890541.0545 | 38451281.1757 |
Total P&L (%) | -2680.4981 | 40.9031 | -2721.4012 | 33560.7401 | -4890.5411 | 38451.2812 |
Avg Daily Profit (%) | -1.437 | 0.0219 | -1.4589 | 0.3124 | 0 | 0.3197 |
Buy And Hold Return (%) | 6589.5374 | 6589.5374 | 6589.5374 | 6589.5374 | 6589.5374 | 6589.5374 |
Max Trade Drawdown | -2721334 | -33714 | -2748354 | -67961912 | -15729686 | -57620441 |
Profit Factor | 0.1574 | 1.5082 | 0.1223 | 1.2214 | 0.8338 | 1.3148 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 43 | 22 | 21 | 39 | 18 | 21 |
Losing Trades | 32 | 16 | 16 | 36 | 20 | 16 |
Profitability (%) | 57.3333 | 57.8947 | 56.7568 | 52 | 47.3684 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.1171 | 1.0968 | 0.0932 | 1.1275 | 0.9264 | 1.0017 |
Largest Winning Trade | 52766 | 17891 | 52766 | 62001107 | 4506695 | 62001107 |
Largest Losing Trade | -1683566 | -11348 | -1683566 | -55677377 | -6132938 | -55677377 |
Avg Bars in Trades | 279 | 22 | 544 | 279 | 22 | 544 |
Avg Bars in Winners | 157 | 24 | 297 | 304 | 25 | 543 |
Avg Bars in Losers | 443 | 19 | 867 | 252 | 19 | 544 |
Bars Traded | 20972 | 843 | 20128 | 20972 | 843 | 20128 |
Profit Streak | 45.3496 | 106.5163 | 0 | 45.3496 | 106.5163 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640271 | -326115 | -579896 | -53131 | -580949 | 336240 |
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{ "first_band": { "type": "bbu", "factors": { "length": 190, "offset": 0, "std": 4.73784 } }, "second_band": { "type": "midprice", "factors": { "length": 190, "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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