Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1113141.9251 | 4403.5655 | -1117545.4906 | 365587.1518 | 2994369.4254 | -2628782.2736 |
Total P&L (%) | -1113.1419 | 4.4036 | -1117.5455 | 365.5872 | 2994.3694 | -2628.7823 |
Avg Daily Profit (%) | -0.5961 | 0.0024 | -0.5985 | 0.0824 | 0.184 | 0 |
Buy And Hold Return (%) | 511.0029 | 511.0029 | 511.0029 | 511.0029 | 511.0029 | 511.0029 |
Max Trade Drawdown | -1363680 | -199412 | -1261925 | -7342169 | -1913371 | -7092535 |
Profit Factor | 0.4896 | 1.0081 | 0.3176 | 1.0215 | 1.5226 | 0.7674 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 260 | 122 | 138 | 156 | 81 | 75 |
Losing Trades | 69 | 42 | 27 | 173 | 83 | 90 |
Profitability (%) | 79.0274 | 74.3902 | 83.6364 | 47.4164 | 49.3902 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.1299 | 0.3471 | 0.0621 | 1.1328 | 1.5602 | 0.9208 |
Largest Winning Trade | 33778 | 33778 | 19694 | 3808696 | 1468349 | 3808696 |
Largest Losing Trade | -547393 | -56437 | -547393 | -3800608 | -798143 | -3800608 |
Avg Bars in Trades | 22 | 24 | 19 | 22 | 24 | 19 |
Avg Bars in Winners | 8 | 6 | 9 | 25 | 30 | 20 |
Avg Bars in Losers | 74 | 77 | 69 | 19 | 19 | 18 |
Bars Traded | 7300 | 4086 | 3214 | 7300 | 4086 | 3214 |
Profit Streak | 19.2114 | 19.9614 | 19.2114 | 19.2114 | 19.9614 | 19.2114 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573951 | -564416 | -575112 | -443560 | 381446 | -581400 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 87, "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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