Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128053.5483 | 363785.526 | -235731.9777 | -94911.0529 | 9617953.3111 | -9712864.364 |
Total P&L (%) | 128.0535 | 363.7855 | -235.732 | -94.9111 | 9617.9533 | -9712.8644 |
Avg Daily Profit (%) | 0.0538 | 0.1529 | -0.0991 | -0.1251 | 0.1926 | 0 |
Buy And Hold Return (%) | 368.2816 | 368.2816 | 368.2816 | 368.2816 | 368.2816 | 368.2816 |
Max Trade Drawdown | -515096 | -274033 | -393891 | -8934141 | -3636072 | -10415667 |
Profit Factor | 1.0279 | 1.1735 | 0.9058 | 0.9981 | 1.5137 | 0.6894 |
Total Trades | 2252 | 1126 | 1126 | 2252 | 1126 | 1126 |
Winning Trades | 1087 | 561 | 526 | 1087 | 561 | 526 |
Losing Trades | 1165 | 565 | 600 | 1165 | 565 | 600 |
Profitability (%) | 48.2682 | 49.8224 | 46.714 | 48.2682 | 49.8224 | 46.714 |
Ratio Avg Win / Avg Loss | 1.1016 | 1.1819 | 1.0332 | 1.0697 | 1.5245 | 0.7864 |
Largest Winning Trade | 79074 | 79074 | 51932 | 872874 | 785314 | 872874 |
Largest Losing Trade | -30456 | -29078 | -30456 | -1795381 | -1688859 | -1795381 |
Avg Bars in Trades | 2 | 1 | 2 | 2 | 1 | 2 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 1 | 1 | 2 | 1 | 1 | 2 |
Bars Traded | 4751 | 2139 | 2612 | 4751 | 2139 | 2612 |
Profit Streak | 0 | 4.6345 | 0 | 0 | 4.6345 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -469963 | -182176 | -574649 | -572367 | 594673 | -576316 |
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{ "first_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 1.12614 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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# | 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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