Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1117170.1201 | 30732.3631 | -1147902.4831 | -4034381.809 | -11882866.6507 | 7848484.8417 |
Total P&L (%) | -1117.1701 | 30.7324 | -1147.9025 | -4034.3818 | -11882.8667 | 7848.4848 |
Avg Daily Profit (%) | -0.6132 | 0.0169 | -0.6301 | 0 | 0 | 0.2405 |
Buy And Hold Return (%) | 709.0432 | 709.0432 | 709.0432 | 709.0432 | 709.0432 | 709.0432 |
Max Trade Drawdown | -1209995 | -158777 | -1189646 | -39367407 | -27509492 | -13639975 |
Profit Factor | 0.3957 | 1.095 | 0.2474 | 0.9289 | 0.6588 | 1.3576 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 164 | 79 | 85 | 109 | 48 | 61 |
Losing Trades | 50 | 28 | 22 | 105 | 59 | 46 |
Profitability (%) | 76.6355 | 73.8318 | 79.4393 | 50.9346 | 44.8598 | 57.0093 |
Ratio Avg Win / Avg Loss | 0.1206 | 0.3881 | 0.064 | 0.8949 | 0.8098 | 1.0237 |
Largest Winning Trade | 24872 | 24872 | 22328 | 7638426 | 2380511 | 7638426 |
Largest Losing Trade | -533612 | -75752 | -533612 | -22962921 | -22962921 | -7787385 |
Avg Bars in Trades | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Winners | 16 | 16 | 17 | 46 | 51 | 42 |
Avg Bars in Losers | 154 | 148 | 163 | 51 | 51 | 53 |
Bars Traded | 10500 | 5459 | 5041 | 10500 | 5459 | 5041 |
Profit Streak | 18.0205 | 18.1872 | 18.0205 | 0 | 0 | 0 |
Trades During Streak | 11 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574461 | -449052 | -575377 | -579536 | -583046 | 340507 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 230, "offset": 0, "a": 0.78093 } } }
# | 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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