Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -995491.8424 | -243272.8836 | -752218.9588 | -99381.6919 | 845286.754 | -944668.4459 |
Total P&L (%) | -995.4918 | -243.2729 | -752.219 | -99.3817 | 845.2868 | -944.6684 |
Avg Daily Profit (%) | -0.6761 | -0.1652 | -0.5108 | -0.3448 | 0.1527 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1126517 | -312975 | -845151 | -1121644 | -68178 | -1186780 |
Profit Factor | 0.4706 | 0.602 | 0.4074 | 0.9446 | 4.328 | 0.3866 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 220 | 100 | 120 | 200 | 100 | 100 |
Losing Trades | 99 | 59 | 40 | 119 | 59 | 60 |
Profitability (%) | 68.9655 | 62.8931 | 75 | 62.6959 | 62.8931 | 62.5 |
Ratio Avg Win / Avg Loss | 0.2118 | 0.3552 | 0.1358 | 0.562 | 2.5535 | 0.232 |
Largest Winning Trade | 29370 | 14694 | 29370 | 544501 | 544501 | 186796 |
Largest Losing Trade | -550006 | -58800 | -550006 | -1046950 | -36289 | -1046950 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 9 | 6 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 37 | 36 | 38 | 27 | 25 | 28 |
Bars Traded | 5753 | 2756 | 2997 | 5753 | 2756 | 2997 |
Profit Streak | 10.8898 | 49.3898 | 10.8898 | 10.8898 | 49.3898 | 10.8898 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574797 | -576922 | -575881 | -575609 | 676454 | -577502 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 113, "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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