Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1413707.248 | -16689.623 | -1397017.625 | 2815200.0073 | -12736349.3443 | 15551549.3516 |
Total P&L (%) | -1413.7072 | -16.6896 | -1397.0176 | 2815.2 | -12736.3493 | 15551.5494 |
Avg Daily Profit (%) | -0.755 | -0.0089 | -0.7461 | 0.1803 | 0 | 0.2702 |
Buy And Hold Return (%) | 591.9131 | 591.9131 | 591.9131 | 591.9131 | 591.9131 | 591.9131 |
Max Trade Drawdown | -1568505 | -108619 | -1503673 | -14096333 | -15482367 | -3034773 |
Profit Factor | 0.1976 | 0.9137 | 0.1092 | 1.1097 | 0.3739 | 3.9216 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 55 | 26 | 29 | 55 | 25 | 30 |
Losing Trades | 12 | 7 | 5 | 12 | 8 | 4 |
Profitability (%) | 82.0896 | 78.7879 | 85.2941 | 82.0896 | 75.7576 | 88.2353 |
Ratio Avg Win / Avg Loss | 0.0431 | 0.246 | 0.0188 | 0.2421 | 0.1196 | 0.5229 |
Largest Winning Trade | 24130 | 24130 | 19694 | 13540548 | 1462908 | 13540548 |
Largest Losing Trade | -792351 | -76344 | -792351 | -12095554 | -12095554 | -2080992 |
Avg Bars in Trades | 52 | 68 | 38 | 52 | 68 | 38 |
Avg Bars in Winners | 10 | 13 | 8 | 16 | 9 | 21 |
Avg Bars in Losers | 245 | 271 | 209 | 221 | 250 | 162 |
Bars Traded | 3548 | 2247 | 1301 | 3548 | 2247 | 1301 |
Profit Streak | 78.5018 | 78.5018 | 240.5018 | 78.5018 | 78.5018 | 240.5018 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -695996 | -575559 | -574896 | -210428 | -575952 | 685133 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 144, "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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