Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1664592.1519 | 359528.6798 | -2024120.8317 | -246174276.3387 | 113303440.8078 | -359477717.1465 |
Total P&L (%) | -1664.5922 | 359.5287 | -2024.1208 | -246174.2763 | 113303.4408 | -359477.7171 |
Avg Daily Profit (%) | -0.7365 | 0.1591 | -0.8955 | 0 | 0.3117 | 0 |
Buy And Hold Return (%) | 9376.2466 | 9376.2466 | 9376.2466 | 9376.2466 | 9376.2466 | 9376.2466 |
Max Trade Drawdown | -2102011 | -44613 | -2159485 | -555169621 | -92012352 | -542494223 |
Profit Factor | 0.3743 | 3.1846 | 0.189 | 0.7076 | 1.5589 | 0.4375 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 110 | 54 | 56 | 106 | 51 | 55 |
Losing Trades | 77 | 39 | 38 | 81 | 42 | 39 |
Profitability (%) | 58.8235 | 58.0645 | 59.5745 | 56.6845 | 54.8387 | 58.5106 |
Ratio Avg Win / Avg Loss | 0.262 | 2.3 | 0.1282 | 0.5407 | 1.2838 | 0.3102 |
Largest Winning Trade | 67004 | 67004 | 47333 | 42622280 | 42622280 | 42306890 |
Largest Losing Trade | -1860966 | -29328 | -1860966 | -230283909 | -83005370 | -230283909 |
Avg Bars in Trades | 45 | 43 | 48 | 45 | 43 | 48 |
Avg Bars in Winners | 37 | 37 | 38 | 40 | 44 | 36 |
Avg Bars in Losers | 57 | 52 | 62 | 53 | 42 | 65 |
Bars Traded | 8600 | 4055 | 4545 | 8600 | 4055 | 4545 |
Profit Streak | 132.371 | 133.371 | 132.371 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577271 | -150720 | -578880 | -578932 | 395267 | -579978 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 206 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 206 } } }
# | 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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