Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1584813.6977 | -78104.5815 | -1506709.1162 | -880163.9114 | 3031751.9667 | -3911915.8781 |
Total P&L (%) | -1584.8137 | -78.1046 | -1506.7091 | -880.1639 | 3031.752 | -3911.9159 |
Avg Daily Profit (%) | -0.8802 | -0.0434 | -0.8368 | 0 | 0.1915 | 0 |
Buy And Hold Return (%) | 282.6029 | 282.6029 | 282.6029 | 282.6029 | 282.6029 | 282.6029 |
Max Trade Drawdown | -1750230 | -185446 | -1656362 | -2472007 | -403931 | -4079507 |
Profit Factor | 0.2392 | 0.7369 | 0.1566 | 0.8557 | 3.8337 | 0.2223 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 19 | 20 | 36 | 21 | 15 |
Losing Trades | 36 | 19 | 17 | 39 | 17 | 22 |
Profitability (%) | 52 | 50 | 54.0541 | 48 | 55.2632 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.2208 | 0.7369 | 0.1331 | 0.927 | 3.1035 | 0.3261 |
Largest Winning Trade | 38330 | 37574 | 38330 | 907904 | 907904 | 332817 |
Largest Losing Trade | -1646146 | -44929 | -1646146 | -2472007 | -403931 | -2472007 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 28 | 23 | 33 | 51 | 52 | 49 |
Avg Bars in Losers | 57 | 54 | 61 | 34 | 21 | 44 |
Bars Traded | 3190 | 1480 | 1710 | 3190 | 1480 | 1710 |
Profit Streak | 0 | 0 | 84.5225 | 15.0225 | 32.0225 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -641796 | -580764 | -579285 | -642247 | 581052 | -584451 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 4.47596 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 4.47596 } } }
# | 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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