Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5336546.0368 | 195578.3522 | -5532124.3891 | 30481221.0349 | -62637890.688 | 93119111.723 |
Total P&L (%) | -5336.546 | 195.5784 | -5532.1244 | 30481.221 | -62637.8907 | 93119.1117 |
Avg Daily Profit (%) | -2.3571 | 0.0864 | -2.4435 | 0.2531 | 0 | 0.3025 |
Buy And Hold Return (%) | 8416.2022 | 8416.2022 | 8416.2022 | 8416.2022 | 8416.2022 | 8416.2022 |
Max Trade Drawdown | -5525099 | -36704 | -5633543 | -160053879 | -68744694 | -103131732 |
Profit Factor | 0.0961 | 3.8083 | 0.0518 | 1.155 | 0.2688 | 1.8388 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 21 | 20 | 29 | 15 | 14 |
Losing Trades | 23 | 11 | 12 | 35 | 17 | 18 |
Profitability (%) | 64.0625 | 65.625 | 62.5 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0539 | 1.9948 | 0.0311 | 1.3939 | 0.3046 | 2.3642 |
Largest Winning Trade | 52746 | 52746 | 39851 | 117251103 | 10508435 | 117251103 |
Largest Losing Trade | -5525099 | -22718 | -5525099 | -23799843 | -18886969 | -23799843 |
Avg Bars in Trades | 135 | 132 | 138 | 135 | 132 | 138 |
Avg Bars in Winners | 92 | 104 | 80 | 145 | 145 | 144 |
Avg Bars in Losers | 210 | 184 | 234 | 126 | 120 | 132 |
Bars Traded | 8648 | 4232 | 4416 | 8648 | 4232 | 4416 |
Profit Streak | 128.1425 | 128.1425 | 250.3925 | 128.1425 | 128.1425 | 454.8925 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721495 | -233921 | -578218 | -188756 | -581458 | 405989 |
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{ "first_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 125, "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) |
---|