Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3822217.985 | -70173.3313 | -3752044.6537 | -112560.1082 | 441002215.7244 | -441114775.8326 |
Total P&L (%) | -3822.218 | -70.1733 | -3752.0447 | -112.5601 | 441002.2157 | -441114.7758 |
Avg Daily Profit (%) | -1.8706 | -0.0343 | -1.8362 | 0 | 0.4115 | 0 |
Buy And Hold Return (%) | 3632.1238 | 3632.1238 | 3632.1238 | 3632.1238 | 3632.1238 | 3632.1238 |
Max Trade Drawdown | -3933152 | -147299 | -3842887 | -751108582 | -232880819 | -659919170 |
Profit Factor | 0.1489 | 0.8081 | 0.0905 | 0.9999 | 2.67 | 0.3643 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 23 | 28 | 41 | 20 | 21 |
Losing Trades | 32 | 18 | 14 | 42 | 21 | 21 |
Profitability (%) | 61.4458 | 56.0976 | 66.6667 | 49.3976 | 48.7805 | 50 |
Ratio Avg Win / Avg Loss | 0.0934 | 0.6325 | 0.0452 | 1.0243 | 2.8035 | 0.3643 |
Largest Winning Trade | 58368 | 58368 | 36879 | 346251062 | 346251062 | 166273399 |
Largest Losing Trade | -2243232 | -69751 | -2243232 | -361493610 | -99539706 | -361493610 |
Avg Bars in Trades | 70 | 60 | 80 | 70 | 60 | 80 |
Avg Bars in Winners | 32 | 30 | 34 | 86 | 81 | 91 |
Avg Bars in Losers | 131 | 97 | 173 | 54 | 39 | 69 |
Bars Traded | 5851 | 2462 | 3389 | 5851 | 2462 | 3389 |
Profit Streak | 0 | 412.3637 | 0 | 319.697 | 0 | 479.3637 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580294 | -578989 | -578574 | -580035 | 522020 | -579397 |
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{ "first_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 2.42833 } }, "second_band": { "type": "dema", "factors": { "length": 97, "offset": 90 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 2.42833 } }, "second_band": { "type": "dema", "factors": { "length": 97, "offset": 90 } } }
# | 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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