Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1858557.1213 | -75433.1008 | -1783124.0205 | -99542.3944 | 3543905.0958 | -3643447.4903 |
Total P&L (%) | -1858.5571 | -75.4331 | -1783.124 | -99.5424 | 3543.9051 | -3643.4475 |
Avg Daily Profit (%) | -0.9875 | -0.0401 | -0.9475 | -0.2858 | 0.1912 | 0 |
Buy And Hold Return (%) | 515.7386 | 515.7386 | 515.7386 | 515.7386 | 515.7386 | 515.7386 |
Max Trade Drawdown | -1995593 | -167794 | -1847060 | -3935436 | -529457 | -4330561 |
Profit Factor | 0.2299 | 0.7657 | 0.1474 | 0.9883 | 3.9558 | 0.5005 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 44 | 19 | 25 | 34 | 20 | 14 |
Losing Trades | 27 | 16 | 11 | 37 | 15 | 22 |
Profitability (%) | 61.9718 | 54.2857 | 69.4444 | 47.8873 | 57.1429 | 38.8889 |
Ratio Avg Win / Avg Loss | 0.1411 | 0.6448 | 0.0648 | 1.0755 | 2.9669 | 0.7866 |
Largest Winning Trade | 41113 | 41113 | 31667 | 2455701 | 1716096 | 2455701 |
Largest Losing Trade | -1226094 | -66275 | -1226094 | -3002818 | -529457 | -3002818 |
Avg Bars in Trades | 76 | 87 | 65 | 76 | 87 | 65 |
Avg Bars in Winners | 42 | 48 | 37 | 90 | 101 | 75 |
Avg Bars in Losers | 133 | 134 | 130 | 63 | 69 | 59 |
Bars Traded | 5444 | 3079 | 2365 | 5444 | 3079 | 2365 |
Profit Streak | 89.5065 | 89.5065 | 133.1732 | 89.5065 | 89.5065 | 133.1732 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668778 | -579272 | -576908 | -669763 | 604174 | -583750 |
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{ "first_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 165, "offset": 0, "std": 2.71474 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 165, "offset": 0, "std": 2.71474 } } }
# | 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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