Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2368494.9917 | -14071.7887 | -2354423.203 | -1957272.2478 | -21232589.0195 | 19275316.7717 |
Total P&L (%) | -2368.495 | -14.0718 | -2354.4232 | -1957.2722 | -21232.589 | 19275.3168 |
Avg Daily Profit (%) | -1.2775 | -0.0076 | -1.2699 | 0 | 0 | 0.2845 |
Buy And Hold Return (%) | 6912.8077 | 6912.8077 | 6912.8077 | 6912.8077 | 6912.8077 | 6912.8077 |
Max Trade Drawdown | -2457487 | -147277 | -2391413 | -25033556 | -21904558 | -5818786 |
Profit Factor | 0.1507 | 0.9376 | 0.0815 | 0.9483 | 0.1648 | 2.5537 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 61 | 33 | 28 | 34 | 14 | 20 |
Losing Trades | 21 | 8 | 13 | 48 | 27 | 21 |
Profitability (%) | 74.3902 | 80.4878 | 68.2927 | 41.4634 | 34.1463 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.0519 | 0.2273 | 0.0379 | 1.3387 | 0.3179 | 2.6814 |
Largest Winning Trade | 16252 | 15742 | 16252 | 25317267 | 1167884 | 25317267 |
Largest Losing Trade | -1613020 | -62918 | -1613020 | -11006497 | -11006497 | -4115918 |
Avg Bars in Trades | 62 | 59 | 66 | 62 | 59 | 66 |
Avg Bars in Winners | 27 | 34 | 20 | 55 | 43 | 63 |
Avg Bars in Losers | 165 | 165 | 165 | 68 | 68 | 69 |
Bars Traded | 5165 | 2450 | 2715 | 5165 | 2450 | 2715 |
Profit Streak | 35.5249 | 143.5249 | 0 | 0 | 0 | 87.1916 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -585573 | -575423 | -578370 | -591208 | -586907 | 376165 |
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{ "first_band": { "type": "bbm", "factors": { "length": 236, "offset": 0, "std": 3.69132 } }, "second_band": { "type": "sma", "factors": { "length": 153, "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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