Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2523023.4267 | -17033.1871 | -2505990.2396 | -101019.9276 | 17629945.2622 | -17730965.1899 |
Total P&L (%) | -2523.0234 | -17.0332 | -2505.9902 | -101.0199 | 17629.9453 | -17730.9652 |
Avg Daily Profit (%) | -1.2352 | -0.0083 | -1.2268 | 0 | 0.2538 | 0 |
Buy And Hold Return (%) | 2940.8696 | 2940.8696 | 2940.8696 | 2940.8696 | 2940.8696 | 2940.8696 |
Max Trade Drawdown | -2558734 | -147741 | -2555470 | -37716586 | -13994422 | -34244236 |
Profit Factor | 0.267 | 0.9652 | 0.1512 | 0.9985 | 1.7765 | 0.616 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 167 | 75 | 92 | 101 | 51 | 50 |
Losing Trades | 68 | 42 | 26 | 134 | 66 | 68 |
Profitability (%) | 71.0638 | 64.1026 | 77.9661 | 42.9787 | 43.5897 | 42.3729 |
Ratio Avg Win / Avg Loss | 0.1087 | 0.5405 | 0.0427 | 1.3248 | 2.299 | 0.8377 |
Largest Winning Trade | 28419 | 28419 | 21660 | 22082380 | 22082380 | 12231623 |
Largest Losing Trade | -1626824 | -72535 | -1626824 | -24545192 | -3197960 | -24545192 |
Avg Bars in Trades | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Winners | 17 | 20 | 15 | 72 | 74 | 69 |
Avg Bars in Losers | 131 | 112 | 162 | 34 | 37 | 31 |
Bars Traded | 11882 | 6243 | 5639 | 11882 | 6243 | 5639 |
Profit Streak | 0 | 0 | 0 | 315.4908 | 315.6575 | 315.4908 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576817 | -579193 | -577115 | -579645 | 325720 | -583397 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "offset": 174 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "offset": 174 } } }
# | 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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