Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1262881.3425 | 34547.1298 | -1297428.4724 | -3783401.1362 | -16602965.1358 | 12819563.9996 |
Total P&L (%) | -1262.8813 | 34.5471 | -1297.4285 | -3783.4011 | -16602.9651 | 12819.564 |
Avg Daily Profit (%) | -0.6956 | 0.019 | -0.7146 | 0 | 0 | 0.2681 |
Buy And Hold Return (%) | 602.1112 | 602.1112 | 602.1112 | 602.1112 | 602.1112 | 602.1112 |
Max Trade Drawdown | -1379357 | -175274 | -1378804 | -48356424 | -35359447 | -13870396 |
Profit Factor | 0.4152 | 1.0879 | 0.2655 | 0.9537 | 0.6553 | 1.3825 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 172 | 89 | 83 | 125 | 64 | 61 |
Losing Trades | 83 | 39 | 44 | 130 | 64 | 66 |
Profitability (%) | 67.451 | 69.5313 | 65.3543 | 49.0196 | 50 | 48.0315 |
Ratio Avg Win / Avg Loss | 0.2004 | 0.4767 | 0.1407 | 0.9918 | 0.6553 | 1.4958 |
Largest Winning Trade | 28350 | 26651 | 28350 | 17128303 | 5152807 | 17128303 |
Largest Losing Trade | -788212 | -78867 | -788212 | -29504129 | -29504129 | -6633704 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 12 | 10 | 13 | 26 | 23 | 29 |
Avg Bars in Losers | 60 | 71 | 51 | 29 | 35 | 24 |
Bars Traded | 7152 | 3741 | 3411 | 7152 | 3741 | 3411 |
Profit Streak | 4.8939 | 5.1439 | 0 | 0 | 0 | 10.8939 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576286 | -455458 | -578726 | -579547 | -580714 | 345522 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 91 } } }
# | 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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