Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -941198.0569 | 26338.9354 | -967536.9924 | -509901.4533 | -5436141.68 | 4926240.2266 |
Total P&L (%) | -941.1981 | 26.3389 | -967.537 | -509.9015 | -5436.1417 | 4926.2402 |
Avg Daily Profit (%) | -0.5179 | 0.0145 | -0.5324 | 0 | 0 | 0.2158 |
Buy And Hold Return (%) | 622.4088 | 622.4088 | 622.4088 | 622.4088 | 622.4088 | 622.4088 |
Max Trade Drawdown | -1031707 | -164671 | -1005899 | -11237006 | -9162136 | -2107694 |
Profit Factor | 0.3668 | 1.1007 | 0.2099 | 0.9675 | 0.459 | 1.8727 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 41 | 23 | 18 | 34 | 18 | 16 |
Losing Trades | 34 | 15 | 19 | 41 | 20 | 21 |
Profitability (%) | 54.6667 | 60.5263 | 48.6486 | 45.3333 | 47.3684 | 43.2432 |
Ratio Avg Win / Avg Loss | 0.3041 | 0.7178 | 0.2216 | 1.1667 | 0.51 | 2.4579 |
Largest Winning Trade | 64298 | 52368 | 64298 | 6052282 | 1756809 | 6052282 |
Largest Losing Trade | -474830 | -76179 | -474830 | -7850277 | -7850277 | -1427873 |
Avg Bars in Trades | 140 | 143 | 138 | 140 | 143 | 138 |
Avg Bars in Winners | 95 | 90 | 102 | 139 | 155 | 122 |
Avg Bars in Losers | 195 | 224 | 171 | 141 | 132 | 150 |
Bars Traded | 10563 | 5446 | 5117 | 10563 | 5446 | 5117 |
Profit Streak | 37.6149 | 64.6149 | 37.6149 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639739 | -448387 | -580753 | -642203 | -581788 | 327778 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 214, "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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