Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1218506.8939 | 7029.3927 | -1225536.2867 | 647799.1415 | -16659083.761 | 17306882.9025 |
Total P&L (%) | -1218.5069 | 7.0294 | -1225.5363 | 647.7991 | -16659.0838 | 17306.8829 |
Avg Daily Profit (%) | -0.6488 | 0.0037 | -0.6526 | 0.1072 | 0 | 0.2751 |
Buy And Hold Return (%) | 463.491 | 463.491 | 463.491 | 463.491 | 463.491 | 463.491 |
Max Trade Drawdown | -1402478 | -167257 | -1329285 | -21041334 | -19905125 | -3174462 |
Profit Factor | 0.264 | 1.0333 | 0.1517 | 1.0225 | 0.2691 | 3.8627 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 65 | 32 | 33 | 61 | 29 | 32 |
Losing Trades | 15 | 8 | 7 | 19 | 11 | 8 |
Profitability (%) | 81.25 | 80 | 82.5 | 76.25 | 72.5 | 80 |
Ratio Avg Win / Avg Loss | 0.0609 | 0.2583 | 0.0322 | 0.3185 | 0.1021 | 0.9657 |
Largest Winning Trade | 23379 | 23379 | 17996 | 13559526 | 1319915 | 13559526 |
Largest Losing Trade | -802938 | -80716 | -802938 | -17290815 | -17290815 | -2371638 |
Avg Bars in Trades | 45 | 56 | 34 | 45 | 56 | 34 |
Avg Bars in Winners | 10 | 12 | 9 | 18 | 16 | 19 |
Avg Bars in Losers | 194 | 232 | 152 | 131 | 160 | 92 |
Bars Traded | 3624 | 2254 | 1370 | 3624 | 2254 | 1370 |
Profit Streak | 86.3865 | 86.3865 | 251.3865 | 86.3865 | 86.3865 | 251.3865 |
Trades During Streak | 13 | 6 | 10 | 13 | 6 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -598584 | -533719 | -575104 | -307432 | -576337 | 658554 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 105, "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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