Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7531791.2286 | 137201.9701 | -7668993.1988 | 86897999.6117 | -15388795.1494 | 102286794.7611 |
Total P&L (%) | -7531.7912 | 137.202 | -7668.9932 | 86897.9996 | -15388.7951 | 102286.7948 |
Avg Daily Profit (%) | -3.3233 | 0.0605 | -3.3839 | 0.2991 | 0 | 0.3063 |
Buy And Hold Return (%) | 10026.8523 | 10026.8523 | 10026.8523 | 10026.8523 | 10026.8523 | 10026.8523 |
Max Trade Drawdown | -7687930 | -38318 | -7777463 | -46666830 | -21024279 | -37285732 |
Profit Factor | 0.072 | 2.7863 | 0.0461 | 1.7289 | 0.6596 | 2.3821 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 60 | 28 | 32 | 42 | 19 | 23 |
Losing Trades | 28 | 16 | 12 | 46 | 25 | 21 |
Profitability (%) | 68.1818 | 63.6364 | 72.7273 | 47.7273 | 43.1818 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.0336 | 1.5922 | 0.0173 | 1.8935 | 0.8679 | 2.1749 |
Largest Winning Trade | 34478 | 24243 | 34478 | 84398310 | 13046962 | 84398310 |
Largest Losing Trade | -7649017 | -35059 | -7649017 | -11128336 | -7879061 | -11128336 |
Avg Bars in Trades | 72 | 18 | 127 | 72 | 18 | 127 |
Avg Bars in Winners | 40 | 13 | 64 | 83 | 21 | 135 |
Avg Bars in Losers | 141 | 26 | 296 | 62 | 15 | 119 |
Bars Traded | 6413 | 802 | 5611 | 6413 | 802 | 5611 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577908 | -270443 | -577773 | 414464 | -583093 | 498131 |
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{ "first_band": { "type": "sma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 238, "offset": 0, "std": 1.47108 } } }
# | 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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