Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2354272.6153 | -6419.1485 | -2347853.4668 | -1905928.3789 | -28304322.7107 | 26398394.3319 |
Total P&L (%) | -2354.2726 | -6.4191 | -2347.8535 | -1905.9284 | -28304.3227 | 26398.3943 |
Avg Daily Profit (%) | -1.2603 | -0.0034 | -1.2569 | 0 | 0 | 0.2991 |
Buy And Hold Return (%) | 9288.0285 | 9288.0285 | 9288.0285 | 9288.0285 | 9288.0285 | 9288.0285 |
Max Trade Drawdown | -2423974 | -134581 | -2388312 | -33451487 | -29410163 | -10210143 |
Profit Factor | 0.1528 | 0.9709 | 0.0822 | 0.9642 | 0.2101 | 2.5172 |
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 | 0.0556 | 0.3944 | 0.0266 | 0.8821 | 0.2626 | 1.6782 |
Largest Winning Trade | 26577 | 26577 | 15711 | 30991808 | 2282466 | 30991808 |
Largest Losing Trade | -1636583 | -60178 | -1636583 | -13178403 | -13178403 | -6962734 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 13 | 15 | 11 | 32 | 28 | 34 |
Avg Bars in Losers | 107 | 88 | 129 | 45 | 42 | 48 |
Bars Traded | 3442 | 1636 | 1807 | 3442 | 1636 | 1807 |
Profit Streak | 50.173 | 74.173 | 0 | 0 | 0 | 101.673 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576670 | -577417 | -577399 | -580249 | -582872 | 444777 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 1.20599 } } }
# | 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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