Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -907682.8173 | 638624.3357 | -1546307.153 | 28523151.3225 | -36883347.1917 | 65406498.5142 |
Total P&L (%) | -907.6828 | 638.6243 | -1546.3072 | 28523.1513 | -36883.3472 | 65406.4985 |
Avg Daily Profit (%) | -0.4012 | 0.2823 | -0.6835 | 0.2504 | 0 | 0.2871 |
Buy And Hold Return (%) | 12030.0614 | 12030.0614 | 12030.0614 | 12030.0614 | 12030.0614 | 12030.0614 |
Max Trade Drawdown | -1429354 | -110923 | -1611292 | -86918158 | -47745815 | -46548965 |
Profit Factor | 0.5885 | 2.9629 | 0.1778 | 1.1027 | 0.7683 | 1.5518 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 86 | 42 | 44 | 98 | 47 | 51 |
Losing Trades | 100 | 51 | 49 | 88 | 46 | 42 |
Profitability (%) | 46.2366 | 45.1613 | 47.3118 | 52.6882 | 50.5376 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.6844 | 3.5978 | 0.198 | 0.9902 | 0.752 | 1.278 |
Largest Winning Trade | 495277 | 495277 | 40470 | 89217653 | 16996322 | 89217653 |
Largest Losing Trade | -1429354 | -35331 | -1429354 | -32611632 | -32611632 | -20282205 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 36 | 26 | 45 | 31 | 31 | 31 |
Avg Bars in Losers | 31 | 30 | 33 | 36 | 25 | 47 |
Bars Traded | 6305 | 2680 | 3625 | 6305 | 2680 | 3625 |
Profit Streak | 65.6614 | 129.328 | 0 | 65.6614 | 129.328 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580708 | -152720 | -582129 | -103292 | -580168 | 348625 |
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{ "first_band": { "type": "rma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 186 } } }
# | 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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