Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2349571.2496 | -2239.6674 | -2347331.5822 | -1791545.4997 | -31559233.5958 | 29767688.0961 |
Total P&L (%) | -2349.5713 | -2.2397 | -2347.3316 | -1791.5455 | -31559.2336 | 29767.6881 |
Avg Daily Profit (%) | -1.2622 | -0.0012 | -1.261 | 0 | 0 | 0.3066 |
Buy And Hold Return (%) | 10585.3726 | 10585.3726 | 10585.3726 | 10585.3726 | 10585.3726 | 10585.3726 |
Max Trade Drawdown | -2450874 | -148354 | -2398286 | -36823047 | -32434809 | -9354346 |
Profit Factor | 0.1575 | 0.9902 | 0.0836 | 0.968 | 0.1886 | 2.7391 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 66 | 32 | 34 | 39 | 17 | 22 |
Losing Trades | 20 | 11 | 9 | 47 | 26 | 21 |
Profitability (%) | 76.7442 | 74.4186 | 79.0698 | 45.3488 | 39.5349 | 51.1628 |
Ratio Avg Win / Avg Loss | 0.0477 | 0.3404 | 0.0221 | 1.1666 | 0.2884 | 2.6146 |
Largest Winning Trade | 26577 | 26577 | 22626 | 35218225 | 2593731 | 35218225 |
Largest Losing Trade | -1636583 | -60178 | -1636583 | -14975569 | -14975569 | -6596182 |
Avg Bars in Trades | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Winners | 14 | 17 | 12 | 33 | 23 | 40 |
Avg Bars in Losers | 123 | 98 | 154 | 45 | 47 | 43 |
Bars Traded | 3442 | 1635 | 1807 | 3442 | 1635 | 1807 |
Profit Streak | 43.8747 | 150.8747 | 0 | 0 | 0 | 94.8747 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576250 | -576209 | -576958 | -580690 | -584796 | 419711 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 239, "offset": 0, "std": 1.71435 } } }
# | 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) |
---|