Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2793028.0984 | -54183.913 | -2738844.1854 | -98194.4034 | 36331403.7887 | -36429598.1921 |
Total P&L (%) | -2793.0281 | -54.1839 | -2738.8442 | -98.1944 | 36331.4038 | -36429.5982 |
Avg Daily Profit (%) | -1.367 | -0.0265 | -1.3404 | -0.1963 | 0.2891 | 0 |
Buy And Hold Return (%) | 2888.8889 | 2888.8889 | 2888.8889 | 2888.8889 | 2888.8889 | 2888.8889 |
Max Trade Drawdown | -2863144 | -180183 | -2816274 | -62462081 | -8771869 | -54156840 |
Profit Factor | 0.2203 | 0.8848 | 0.1198 | 0.9988 | 3.2529 | 0.4523 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 147 | 70 | 77 | 107 | 55 | 52 |
Losing Trades | 42 | 24 | 18 | 82 | 39 | 43 |
Profitability (%) | 77.7778 | 74.4681 | 81.0526 | 56.6138 | 58.5106 | 54.7368 |
Ratio Avg Win / Avg Loss | 0.0629 | 0.3034 | 0.028 | 0.7654 | 2.3066 | 0.374 |
Largest Winning Trade | 23512 | 23512 | 16481 | 27325013 | 27325013 | 10206786 |
Largest Losing Trade | -1542081 | -78592 | -1542081 | -42073041 | -4340981 | -42073041 |
Avg Bars in Trades | 41 | 46 | 37 | 41 | 46 | 37 |
Avg Bars in Winners | 10 | 10 | 10 | 28 | 33 | 22 |
Avg Bars in Losers | 151 | 149 | 152 | 59 | 65 | 54 |
Bars Traded | 7898 | 4366 | 3531 | 7898 | 4366 | 3531 |
Profit Streak | 290.1144 | 338.8644 | 290.1144 | 290.1144 | 338.8644 | 290.1144 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575219 | -576267 | -576221 | -577962 | 618527 | -579876 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 177, "offset": 0 } } }
# | 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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