Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2367521.2443 | 11880.3751 | -2379401.6194 | -2820730.1043 | -28186156.3676 | 25365426.2634 |
Total P&L (%) | -2367.5212 | 11.8804 | -2379.4016 | -2820.7301 | -28186.1564 | 25365.4263 |
Avg Daily Profit (%) | -1.2654 | 0.0064 | -1.2717 | 0 | 0 | 0.2965 |
Buy And Hold Return (%) | 8882.6479 | 8882.6479 | 8882.6479 | 8882.6479 | 8882.6479 | 8882.6479 |
Max Trade Drawdown | -2501711 | -155608 | -2437021 | -35493950 | -31001672 | -7896462 |
Profit Factor | 0.1674 | 1.049 | 0.0852 | 0.9459 | 0.2223 | 2.5965 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 71 | 38 | 33 | 36 | 15 | 21 |
Losing Trades | 23 | 9 | 14 | 58 | 32 | 26 |
Profitability (%) | 75.5319 | 80.8511 | 70.2128 | 38.2979 | 31.9149 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.0542 | 0.2484 | 0.0361 | 1.5239 | 0.4743 | 3.2147 |
Largest Winning Trade | 26577 | 26577 | 19103 | 30621056 | 2255161 | 30621056 |
Largest Losing Trade | -1672025 | -60024 | -1672025 | -14427176 | -14427176 | -5265706 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 12 | 13 | 10 | 32 | 22 | 40 |
Avg Bars in Losers | 112 | 130 | 100 | 39 | 42 | 35 |
Bars Traded | 3447 | 1690 | 1758 | 3447 | 1690 | 1758 |
Profit Streak | 55.9349 | 159.9349 | 55.9349 | 0 | 0 | 0 |
Trades During Streak | 3 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575538 | -512928 | -577515 | -582300 | -587729 | 309141 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "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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