Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1385746.6545 | -46362.6545 | -1339384 | 1233823.1388 | -8403797.6168 | 9637620.7556 |
Total P&L (%) | -1385.7467 | -46.3627 | -1339.384 | 1233.8231 | -8403.7976 | 9637.6208 |
Avg Daily Profit (%) | -0.742 | -0.0248 | -0.7172 | 0.1388 | 0 | 0.2455 |
Buy And Hold Return (%) | 682.1751 | 682.1751 | 682.1751 | 682.1751 | 682.1751 | 682.1751 |
Max Trade Drawdown | -1531044 | -138232 | -1421446 | -10759597 | -10623531 | -1842513 |
Profit Factor | 0.1669 | 0.7575 | 0.0902 | 1.0772 | 0.3166 | 3.6117 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 24 | 21 | 45 | 23 | 22 |
Losing Trades | 20 | 8 | 12 | 20 | 9 | 11 |
Profitability (%) | 69.2308 | 75 | 63.6364 | 69.2308 | 71.875 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.0742 | 0.2525 | 0.0515 | 0.4787 | 0.1239 | 1.8058 |
Largest Winning Trade | 19694 | 14589 | 19694 | 10366425 | 1113809 | 10366425 |
Largest Losing Trade | -792351 | -76407 | -792351 | -8810892 | -8810892 | -1842513 |
Avg Bars in Trades | 54 | 71 | 38 | 54 | 71 | 38 |
Avg Bars in Winners | 12 | 15 | 9 | 19 | 11 | 27 |
Avg Bars in Losers | 148 | 239 | 88 | 134 | 224 | 60 |
Bars Traded | 3546 | 2280 | 1266 | 3546 | 2280 | 1266 |
Profit Streak | 75.0471 | 75.0471 | 138.0471 | 75.0471 | 75.0471 | 138.0471 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -712623 | -576099 | -577523 | -284608 | -576504 | 678607 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 161, "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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