Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7143780.3259 | 221605.2045 | -7365385.5304 | 285309054.1288 | -214587769.08 | 499896823.2088 |
Total P&L (%) | -7143.7803 | 221.6052 | -7365.3855 | 285309.0541 | -214587.7691 | 499896.8232 |
Avg Daily Profit (%) | -3.1572 | 0.0979 | -3.2552 | 0.3523 | 0 | 0.3771 |
Buy And Hold Return (%) | 10472.3147 | 10472.3147 | 10472.3147 | 10472.3147 | 10472.3147 | 10472.3147 |
Max Trade Drawdown | -7385268 | -54536 | -7433856 | -362112838 | -303053807 | -223797455 |
Profit Factor | 0.088 | 2.4023 | 0.0404 | 1.3841 | 0.5183 | 2.6817 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 95 | 48 | 47 | 51 | 27 | 24 |
Losing Trades | 30 | 15 | 15 | 74 | 36 | 38 |
Profitability (%) | 76 | 76.1905 | 75.8065 | 40.8 | 42.8571 | 38.7097 |
Ratio Avg Win / Avg Loss | 0.0278 | 0.7507 | 0.0129 | 2.0083 | 0.6911 | 4.246 |
Largest Winning Trade | 51640 | 51640 | 37889 | 529905660 | 48393539 | 529905660 |
Largest Losing Trade | -7385268 | -45793 | -7385268 | -147072110 | -147072110 | -36931179 |
Avg Bars in Trades | 51 | 56 | 46 | 51 | 56 | 46 |
Avg Bars in Winners | 27 | 32 | 22 | 68 | 72 | 65 |
Avg Bars in Losers | 126 | 131 | 121 | 39 | 44 | 34 |
Bars Traded | 6434 | 3542 | 2892 | 6434 | 3542 | 2892 |
Profit Streak | 63.8165 | 128.1498 | 63.8165 | 63.8165 | 128.1498 | 63.8165 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575411 | -368132 | -731053 | 330800 | -729162 | -143622 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 230, "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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