Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5668326.349 | 412898.7457 | -6081225.0946 | 2149507733.3519 | -1634611381.4498 | 3784119114.8016 |
Total P&L (%) | -5668.3263 | 412.8987 | -6081.2251 | 2149507.7334 | -1634611.3815 | 3784119.1148 |
Avg Daily Profit (%) | -2.4938 | 0.1817 | -2.6754 | 0.4398 | 0 | 0.4648 |
Buy And Hold Return (%) | 9925.5316 | 9925.5316 | 9925.5316 | 9925.5316 | 9925.5316 | 9925.5316 |
Max Trade Drawdown | -6153686 | -70526 | -6193749 | -2630232809 | -1942811839 | -773884067 |
Profit Factor | 0.1362 | 4.1732 | 0.0545 | 1.4985 | 0.4825 | 4.2819 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 55 | 28 | 27 | 35 | 17 | 18 |
Losing Trades | 27 | 13 | 14 | 47 | 24 | 23 |
Profitability (%) | 67.0732 | 68.2927 | 65.8537 | 42.6829 | 41.4634 | 43.9024 |
Ratio Avg Win / Avg Loss | 0.0669 | 1.9376 | 0.0283 | 2.0123 | 0.6812 | 5.4713 |
Largest Winning Trade | 114861 | 114861 | 44274 | 4166792846 | 969498529 | 4166792846 |
Largest Losing Trade | -6153686 | -37541 | -6153686 | -1041927398 | -1041927398 | -187239630 |
Avg Bars in Trades | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Winners | 42 | 44 | 39 | 55 | 67 | 43 |
Avg Bars in Losers | 69 | 72 | 67 | 48 | 43 | 53 |
Bars Traded | 4202 | 2184 | 2018 | 4202 | 2184 | 2018 |
Profit Streak | 0 | 0 | 72.2121 | 0 | 0 | 72.2121 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587064 | -148717 | -578129 | 31415 | -584062 | 568516 |
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{ "first_band": { "type": "sma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 136 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 136 } } }
# | 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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