Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7472622.5179 | 209177.251 | -7681799.7689 | 117887983.4867 | -152169395.4765 | 270057378.9633 |
Total P&L (%) | -7472.6225 | 209.1773 | -7681.7998 | 117887.9835 | -152169.3955 | 270057.379 |
Avg Daily Profit (%) | -3.2987 | 0.0923 | -3.391 | 0.3127 | 0 | 0.3494 |
Buy And Hold Return (%) | 10815.0943 | 10815.0943 | 10815.0943 | 10815.0943 | 10815.0943 | 10815.0943 |
Max Trade Drawdown | -7642703 | -63789 | -7746573 | -229624376 | -185402074 | -127192680 |
Profit Factor | 0.0932 | 1.888 | 0.0404 | 1.2087 | 0.5329 | 2.1291 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 75 | 36 | 39 | 73 | 35 | 38 |
Losing Trades | 75 | 39 | 36 | 77 | 40 | 37 |
Profitability (%) | 50 | 48 | 52 | 48.6667 | 46.6667 | 50.6667 |
Ratio Avg Win / Avg Loss | 0.0932 | 2.0453 | 0.0373 | 1.2749 | 0.609 | 2.0731 |
Largest Winning Trade | 107921 | 107921 | 45060 | 312749731 | 70883823 | 312749731 |
Largest Losing Trade | -7637804 | -34891 | -7637804 | -74708500 | -35810771 | -74708500 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 35 | 43 | 28 | 42 | 50 | 34 |
Avg Bars in Losers | 48 | 40 | 55 | 41 | 34 | 49 |
Bars Traded | 6284 | 3144 | 3139 | 6284 | 3144 | 3139 |
Profit Streak | 0 | 0 | 57.4111 | 0 | 0 | 57.4111 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579991 | -289617 | -636497 | 316602 | -639032 | -42527 |
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{ "first_band": { "type": "midprice", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 215 } } }
# | 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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