Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2354562.2933 | -3227.0753 | -2351335.218 | -1715618.8526 | -27285672.3098 | 25570053.4572 |
Total P&L (%) | -2354.5623 | -3.2271 | -2351.3352 | -1715.6189 | -27285.6723 | 25570.0535 |
Avg Daily Profit (%) | -1.2679 | -0.0017 | -1.2662 | 0 | 0 | 0.2992 |
Buy And Hold Return (%) | 8681.3986 | 8681.3986 | 8681.3986 | 8681.3986 | 8681.3986 | 8681.3986 |
Max Trade Drawdown | -2419915 | -128459 | -2390820 | -32931722 | -28157620 | -10909418 |
Profit Factor | 0.1557 | 0.9855 | 0.0838 | 0.9676 | 0.2226 | 2.439 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 66 | 32 | 34 | 47 | 20 | 27 |
Losing Trades | 24 | 13 | 11 | 43 | 25 | 18 |
Profitability (%) | 73.3333 | 71.1111 | 75.5556 | 52.2222 | 44.4444 | 60 |
Ratio Avg Win / Avg Loss | 0.0566 | 0.4004 | 0.0271 | 0.8852 | 0.2783 | 1.626 |
Largest Winning Trade | 26577 | 26577 | 16877 | 30138016 | 2219586 | 30138016 |
Largest Losing Trade | -1636583 | -62421 | -1636583 | -12815352 | -12815352 | -7806948 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 13 | 15 | 11 | 31 | 28 | 34 |
Avg Bars in Losers | 106 | 88 | 128 | 45 | 42 | 48 |
Bars Traded | 3442 | 1641 | 1801 | 3442 | 1641 | 1801 |
Profit Streak | 39.2142 | 62.7142 | 0 | 0 | 0 | 90.7142 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576688 | -577415 | -577399 | -580249 | -582872 | 442600 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 163, "offset": 0, "std": 1.73011 } } }
# | 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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