Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2001863.9225 | 30919.5763 | -2032783.4988 | -2070394.7305 | -30150698.9362 | 28080304.2057 |
Total P&L (%) | -2001.8639 | 30.9196 | -2032.7835 | -2070.3947 | -30150.6989 | 28080.3042 |
Avg Daily Profit (%) | -1.0717 | 0.0166 | -1.0882 | 0 | 0 | 0.3024 |
Buy And Hold Return (%) | 10206.4551 | 10206.4551 | 10206.4551 | 10206.4551 | 10206.4551 | 10206.4551 |
Max Trade Drawdown | -2116610 | -151856 | -2083738 | -33954854 | -31094594 | -8825751 |
Profit Factor | 0.1922 | 1.1351 | 0.0962 | 0.9603 | 0.1676 | 2.7603 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 74 | 36 | 38 | 41 | 17 | 24 |
Losing Trades | 22 | 12 | 10 | 55 | 31 | 24 |
Profitability (%) | 77.0833 | 75 | 79.1667 | 42.7083 | 35.4167 | 50 |
Ratio Avg Win / Avg Loss | 0.0571 | 0.3784 | 0.0253 | 1.2882 | 0.3057 | 2.7603 |
Largest Winning Trade | 54169 | 54169 | 22626 | 32700945 | 1413899 | 32700945 |
Largest Losing Trade | -1325793 | -60178 | -1325793 | -13573383 | -13573383 | -6673529 |
Avg Bars in Trades | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Winners | 13 | 15 | 10 | 31 | 23 | 37 |
Avg Bars in Losers | 112 | 90 | 139 | 39 | 39 | 38 |
Bars Traded | 3442 | 1633 | 1809 | 3442 | 1633 | 1809 |
Profit Streak | 50.2099 | 156.7099 | 0 | 0 | 0 | 101.2099 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576168 | -405430 | -576908 | -581691 | -586360 | 413914 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 116, "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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