Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -928206.0891 | 171356.252 | -1099562.3411 | -92241.2541 | 3079053.1537 | -3171294.4078 |
Total P&L (%) | -928.2061 | 171.3563 | -1099.5623 | -92.2413 | 3079.0532 | -3171.2944 |
Avg Daily Profit (%) | -0.5142 | 0.0949 | -0.6092 | -0.1415 | 0.1918 | 0 |
Buy And Hold Return (%) | 761.0914 | 761.0914 | 761.0914 | 761.0914 | 761.0914 | 761.0914 |
Max Trade Drawdown | -1061801 | -128445 | -428327 | -8141391 | -4256213 | -3923875 |
Profit Factor | 0.505 | 1.4995 | 0.2823 | 0.9936 | 1.5056 | 0.6167 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 130 | 68 | 62 | 88 | 43 | 45 |
Losing Trades | 44 | 19 | 25 | 86 | 44 | 42 |
Profitability (%) | 74.7126 | 78.1609 | 71.2644 | 50.5747 | 49.4253 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.1709 | 0.419 | 0.1138 | 0.971 | 1.5406 | 0.5755 |
Largest Winning Trade | 33010 | 33010 | 18297 | 3503712 | 3503712 | 2057400 |
Largest Losing Trade | -872626 | -77511 | -872626 | -1089561 | -730004 | -1089561 |
Avg Bars in Trades | 20 | 22 | 17 | 20 | 22 | 17 |
Avg Bars in Winners | 8 | 10 | 6 | 18 | 23 | 14 |
Avg Bars in Losers | 54 | 68 | 44 | 21 | 22 | 21 |
Bars Traded | 3521 | 1984 | 1537 | 3521 | 1984 | 1537 |
Profit Streak | 59.9118 | 88.9118 | 59.9118 | 59.9118 | 88.9118 | 59.9118 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574687 | -226950 | -576219 | -577816 | 342163 | -579030 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "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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