Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2369964.6771 | -3564.2429 | -2366400.4342 | -2071020.0928 | -30815827.0343 | 28744806.9415 |
Total P&L (%) | -2369.9647 | -3.5642 | -2366.4004 | -2071.0201 | -30815.827 | 28744.8069 |
Avg Daily Profit (%) | -1.2766 | -0.0019 | -1.2747 | 0 | 0 | 0.3056 |
Buy And Hold Return (%) | 7320.721 | 7320.721 | 7320.721 | 7320.721 | 7320.721 | 7320.721 |
Max Trade Drawdown | -2456522 | -131627 | -2414417 | -35941779 | -31637281 | -10836611 |
Profit Factor | 0.1585 | 0.9844 | 0.0853 | 0.9641 | 0.2134 | 2.5524 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 74 | 37 | 37 | 49 | 21 | 28 |
Losing Trades | 22 | 11 | 11 | 47 | 27 | 20 |
Profitability (%) | 77.0833 | 77.0833 | 77.0833 | 51.0417 | 43.75 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.0471 | 0.2927 | 0.0254 | 0.9248 | 0.2744 | 1.8231 |
Largest Winning Trade | 26577 | 26577 | 14010 | 34035097 | 2506596 | 34035097 |
Largest Losing Trade | -1636583 | -62561 | -1636583 | -14472477 | -14472477 | -7117519 |
Avg Bars in Trades | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Winners | 13 | 16 | 10 | 30 | 27 | 33 |
Avg Bars in Losers | 111 | 95 | 127 | 41 | 40 | 43 |
Bars Traded | 3454 | 1654 | 1800 | 3454 | 1654 | 1800 |
Profit Streak | 38.6244 | 62.6244 | 0 | 0 | 0 | 90.1244 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576187 | -576619 | -577178 | -580387 | -583119 | 476874 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 3.80703 } } }
# | 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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