Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7138856.6767 | 305223.308 | -7444079.9847 | -186326660.5551 | 149871772.2974 | -336198432.8525 |
Total P&L (%) | -7138.8567 | 305.2233 | -7444.08 | -186326.6606 | 149871.7723 | -336198.4329 |
Avg Daily Profit (%) | -3.1546 | 0.1349 | -3.2895 | 0 | 0.3237 | 0 |
Buy And Hold Return (%) | 10274.4799 | 10274.4799 | 10274.4799 | 10274.4799 | 10274.4799 | 10274.4799 |
Max Trade Drawdown | -7574677 | -61038 | -7575898 | -441569666 | -80482185 | -435896341 |
Profit Factor | 0.1106 | 2.3168 | 0.045 | 0.732 | 1.6687 | 0.2863 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 20 | 28 | 47 | 22 | 25 |
Losing Trades | 40 | 24 | 16 | 41 | 22 | 19 |
Profitability (%) | 54.5455 | 45.4545 | 63.6364 | 53.4091 | 50 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.0921 | 2.7802 | 0.0257 | 0.6385 | 1.6687 | 0.2176 |
Largest Winning Trade | 104842 | 104842 | 68378 | 123073343 | 123073343 | 21585428 |
Largest Losing Trade | -7381945 | -35744 | -7381945 | -388201770 | -80482185 | -388201770 |
Avg Bars in Trades | 100 | 111 | 88 | 100 | 111 | 88 |
Avg Bars in Winners | 96 | 133 | 70 | 109 | 136 | 85 |
Avg Bars in Losers | 104 | 94 | 120 | 89 | 87 | 91 |
Bars Traded | 8813 | 4919 | 3894 | 8813 | 4919 | 3894 |
Profit Streak | 106.3338 | 106.3338 | 237.0838 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578561 | -175089 | -577573 | -580101 | 443312 | -579835 |
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{ "first_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.97523 } }, "second_band": { "type": "alma", "factors": { "length": 87, "offset": 0 } } }
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# | 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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