Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5595359.6227 | 270748.7797 | -5866108.4025 | 312308211.0375 | -232957584.301 | 545265795.3384 |
Total P&L (%) | -5595.3596 | 270.7488 | -5866.1084 | 312308.211 | -232957.5843 | 545265.7953 |
Avg Daily Profit (%) | -2.466 | 0.1193 | -2.5853 | 0.3553 | 0 | 0.3799 |
Buy And Hold Return (%) | 12753.2675 | 12753.2675 | 12753.2675 | 12753.2675 | 12753.2675 | 12753.2675 |
Max Trade Drawdown | -5888512 | -70930 | -5958509 | -470794057 | -342765795 | -274376195 |
Profit Factor | 0.1215 | 2.5725 | 0.0534 | 1.3447 | 0.5861 | 2.5884 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 109 | 54 | 55 | 61 | 35 | 26 |
Losing Trades | 36 | 19 | 17 | 84 | 38 | 46 |
Profitability (%) | 75.1724 | 73.9726 | 76.3889 | 42.069 | 47.9452 | 36.1111 |
Ratio Avg Win / Avg Loss | 0.0401 | 0.9052 | 0.0165 | 1.8517 | 0.6363 | 4.5796 |
Largest Winning Trade | 42867 | 42867 | 27414 | 536278709 | 86068974 | 536278709 |
Largest Losing Trade | -5879470 | -42533 | -5879470 | -122385029 | -122385029 | -42436224 |
Avg Bars in Trades | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Winners | 24 | 33 | 16 | 61 | 62 | 59 |
Avg Bars in Losers | 103 | 93 | 113 | 31 | 36 | 27 |
Bars Traded | 6422 | 3585 | 2837 | 6422 | 3585 | 2837 |
Profit Streak | 50.1592 | 133.8259 | 50.1592 | 50.1592 | 133.8259 | 50.1592 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575714 | -264480 | -655972 | 343748 | -652086 | -69783 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 250, "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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