Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2041187.4133 | -81331.3158 | -1959856.0974 | -1456172.1864 | 5707715.7852 | -7163887.9716 |
Total P&L (%) | -2041.1874 | -81.3313 | -1959.8561 | -1456.1722 | 5707.7158 | -7163.888 |
Avg Daily Profit (%) | -1.1256 | -0.0449 | -1.0808 | 0 | 0.2242 | 0 |
Buy And Hold Return (%) | 484.1809 | 484.1809 | 484.1809 | 484.1809 | 484.1809 | 484.1809 |
Max Trade Drawdown | -2104233 | -99637 | -2017464 | -30220306 | -3541121 | -30071876 |
Profit Factor | 0.3585 | 0.7945 | 0.2966 | 0.9802 | 1.4321 | 0.8814 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 173 | 79 | 94 | 186 | 99 | 87 |
Losing Trades | 146 | 81 | 65 | 133 | 61 | 72 |
Profitability (%) | 54.232 | 49.375 | 59.1195 | 58.3072 | 61.875 | 54.717 |
Ratio Avg Win / Avg Loss | 0.3025 | 0.8146 | 0.2051 | 0.7009 | 0.8824 | 0.7294 |
Largest Winning Trade | 36090 | 13098 | 36090 | 10686827 | 984189 | 10686827 |
Largest Losing Trade | -1242981 | -26295 | -1242981 | -18136592 | -1428320 | -18136592 |
Avg Bars in Trades | 67 | 17 | 117 | 67 | 17 | 117 |
Avg Bars in Winners | 48 | 16 | 75 | 63 | 17 | 117 |
Avg Bars in Losers | 89 | 17 | 178 | 71 | 16 | 118 |
Bars Traded | 21466 | 2720 | 18746 | 21466 | 2720 | 18746 |
Profit Streak | 19.8069 | 38.4736 | 0 | 0 | 0 | 40.3069 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578004 | -579472 | -579318 | -578032 | 344501 | -578901 |
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{ "first_band": { "type": "dcu", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 72, "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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