Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1846231.9941 | 40785.4422 | -1887017.4363 | -65567.9976 | -7101799.9267 | 7036231.9291 |
Total P&L (%) | -1846.232 | 40.7854 | -1887.0174 | -65.568 | -7101.7999 | 7036.2319 |
Avg Daily Profit (%) | -0.9405 | 0.0208 | -0.9613 | -0.0543 | 0 | 0.2176 |
Buy And Hold Return (%) | 1941.9806 | 1941.9806 | 1941.9806 | 1941.9806 | 1941.9806 | 1941.9806 |
Max Trade Drawdown | -1963934 | -165791 | -1940390 | -11109202 | -7189566 | -5686860 |
Profit Factor | 0.3371 | 1.0872 | 0.1857 | 0.9978 | 0.4916 | 1.456 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 266 | 133 | 133 | 240 | 118 | 122 |
Losing Trades | 82 | 41 | 41 | 108 | 56 | 52 |
Profitability (%) | 76.4368 | 76.4368 | 76.4368 | 68.9655 | 67.8161 | 70.1149 |
Ratio Avg Win / Avg Loss | 0.1039 | 0.3352 | 0.0573 | 0.449 | 0.2333 | 0.6206 |
Largest Winning Trade | 26520 | 26520 | 12854 | 18287299 | 2335587 | 18287299 |
Largest Losing Trade | -1612109 | -57852 | -1612109 | -4018409 | -4018409 | -2862942 |
Avg Bars in Trades | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Winners | 11 | 11 | 11 | 12 | 11 | 12 |
Avg Bars in Losers | 103 | 107 | 99 | 78 | 80 | 77 |
Bars Traded | 11473 | 5916 | 5557 | 11473 | 5916 | 5557 |
Profit Streak | 418.8445 | 0 | 442.3445 | 418.8445 | 0 | 442.3445 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574946 | -453346 | -575656 | -575914 | -578112 | 334923 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 138, "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) |
---|