Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10911313.8664 | 64605.8656 | -10975919.732 | 14373264.8091 | 26387492.1433 | -12014227.3342 |
Total P&L (%) | -10911.3139 | 64.6059 | -10975.9197 | 14373.2648 | 26387.4921 | -12014.2273 |
Avg Daily Profit (%) | -5.866 | 0.0347 | -5.9008 | 0.2678 | 0.3004 | 0 |
Buy And Hold Return (%) | 7714.6589 | 7714.6589 | 7714.6589 | 7714.6589 | 7714.6589 | 7714.6589 |
Max Trade Drawdown | -11073860 | -30135 | -11066762 | -116431580 | -10681390 | -119709369 |
Profit Factor | 0.0515 | 1.8665 | 0.0396 | 1.0871 | 2.7621 | 0.92 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 55 | 25 | 30 | 43 | 25 | 18 |
Losing Trades | 36 | 21 | 15 | 48 | 21 | 27 |
Profitability (%) | 60.4396 | 54.3478 | 66.6667 | 47.2527 | 54.3478 | 40 |
Ratio Avg Win / Avg Loss | 0.0337 | 1.5678 | 0.0198 | 1.2135 | 2.3202 | 1.38 |
Largest Winning Trade | 52162 | 39833 | 52162 | 93893227 | 17611500 | 93893227 |
Largest Losing Trade | -10510855 | -15156 | -10510855 | -39832504 | -5719253 | -39832504 |
Avg Bars in Trades | 236 | 16 | 460 | 236 | 16 | 460 |
Avg Bars in Winners | 138 | 17 | 239 | 188 | 17 | 426 |
Avg Bars in Losers | 385 | 15 | 902 | 278 | 15 | 483 |
Bars Traded | 21494 | 753 | 20741 | 21494 | 753 | 20741 |
Profit Streak | 41.4103 | 203.7436 | 0 | 41.4103 | 203.7436 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578632 | -306404 | -578551 | -124225 | 495210 | -582934 |
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{ "first_band": { "type": "bbu", "factors": { "length": 166, "offset": 0, "std": 4.37612 } }, "second_band": { "type": "swma", "factors": { "length": 143, "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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