Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2433340.2303 | -19069.9246 | -2414270.3057 | -1560377.302 | -22030277.9627 | 20469900.6607 |
Total P&L (%) | -2433.3402 | -19.0699 | -2414.2703 | -1560.3773 | -22030.278 | 20469.9007 |
Avg Daily Profit (%) | -1.3121 | -0.0103 | -1.3018 | 0 | 0 | 0.2876 |
Buy And Hold Return (%) | 7155.3127 | 7155.3127 | 7155.3127 | 7155.3127 | 7155.3127 | 7155.3127 |
Max Trade Drawdown | -2501444 | -133650 | -2453275 | -26964295 | -22845154 | -8666958 |
Profit Factor | 0.1506 | 0.9181 | 0.0827 | 0.9638 | 0.2159 | 2.3681 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 74 | 37 | 37 | 53 | 24 | 29 |
Losing Trades | 24 | 12 | 12 | 45 | 25 | 20 |
Profitability (%) | 75.5102 | 75.5102 | 75.5102 | 54.0816 | 48.9796 | 59.1837 |
Ratio Avg Win / Avg Loss | 0.0489 | 0.2978 | 0.0268 | 0.8183 | 0.2249 | 1.6332 |
Largest Winning Trade | 27929 | 27929 | 15614 | 24580700 | 1878641 | 24580700 |
Largest Losing Trade | -1672025 | -62561 | -1672025 | -10571560 | -10571560 | -5892066 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 13 | 15 | 11 | 29 | 25 | 32 |
Avg Bars in Losers | 103 | 90 | 116 | 42 | 41 | 43 |
Bars Traded | 3455 | 1652 | 1802 | 3455 | 1652 | 1802 |
Profit Streak | 36.9507 | 60.9507 | 0 | 0 | 0 | 88.4507 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576388 | -576814 | -577374 | -579987 | -581078 | 428674 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 210, "offset": 0, "std": 1.19336 } } }
# | 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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