Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1266399.3436 | 56971.9357 | -1323371.2794 | -66759.8003 | -7868965.6565 | 7802205.8563 |
Total P&L (%) | -1266.3993 | 56.9719 | -1323.3713 | -66.7598 | -7868.9657 | 7802.2059 |
Avg Daily Profit (%) | -0.5337 | 0.024 | -0.5578 | -0.0464 | 0 | 0.1843 |
Buy And Hold Return (%) | 429.6777 | 429.6777 | 429.6777 | 429.6777 | 429.6777 | 429.6777 |
Max Trade Drawdown | -1492768 | -167191 | -1449921 | -13682717 | -12324794 | -3030628 |
Profit Factor | 0.408 | 1.1401 | 0.2362 | 0.9968 | 0.5058 | 2.5208 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 172 | 87 | 85 | 154 | 75 | 79 |
Losing Trades | 46 | 22 | 24 | 64 | 34 | 30 |
Profitability (%) | 78.8991 | 79.8165 | 77.9817 | 70.6422 | 68.8073 | 72.4771 |
Ratio Avg Win / Avg Loss | 0.1091 | 0.2883 | 0.0667 | 0.4143 | 0.2293 | 0.9573 |
Largest Winning Trade | 20713 | 20713 | 16875 | 4031897 | 1463765 | 4031897 |
Largest Losing Trade | -1100994 | -61654 | -1100994 | -4990542 | -4990542 | -2136836 |
Avg Bars in Trades | 31 | 39 | 23 | 31 | 39 | 23 |
Avg Bars in Winners | 12 | 14 | 10 | 18 | 17 | 19 |
Avg Bars in Losers | 103 | 139 | 70 | 63 | 88 | 36 |
Bars Traded | 6881 | 4296 | 2585 | 6881 | 4296 | 2585 |
Profit Streak | 1.0837 | 0 | 289.0837 | 1.0837 | 0 | 289.0837 |
Trades During Streak | 1 | 0 | 16 | 1 | 0 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578772 | -390786 | -575263 | -579842 | -578326 | 530350 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "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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