Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1102425.4359 | -48724.0455 | -1053701.3905 | 1246572.2497 | -1535924.0042 | 2782496.2539 |
Total P&L (%) | -1102.4254 | -48.724 | -1053.7014 | 1246.5723 | -1535.924 | 2782.4963 |
Avg Daily Profit (%) | -0.5961 | -0.0263 | -0.5698 | 0.1407 | 0 | 0.1819 |
Buy And Hold Return (%) | 98.3629 | 98.3629 | 98.3629 | 98.3629 | 98.3629 | 98.3629 |
Max Trade Drawdown | -310001 | -93307 | -291921 | -6039524 | -5778985 | -1900757 |
Profit Factor | 0.2655 | 0.7863 | 0.1722 | 1.0933 | 0.8115 | 1.5342 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 52 | 27 | 25 | 38 | 19 | 19 |
Losing Trades | 25 | 11 | 14 | 39 | 19 | 20 |
Profitability (%) | 67.5325 | 71.0526 | 64.1026 | 49.3506 | 50 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.1276 | 0.3204 | 0.0964 | 1.1221 | 0.8115 | 1.615 |
Largest Winning Trade | 41876 | 26624 | 41876 | 4306774 | 1079536 | 4306774 |
Largest Losing Trade | -921700 | -70975 | -921700 | -4570242 | -4570242 | -1027865 |
Avg Bars in Trades | 68 | 72 | 65 | 68 | 72 | 65 |
Avg Bars in Winners | 34 | 27 | 42 | 57 | 70 | 45 |
Avg Bars in Losers | 139 | 181 | 106 | 79 | 73 | 84 |
Bars Traded | 5292 | 2744 | 2548 | 5292 | 2744 | 2548 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624505 | -578035 | -578929 | -169175 | -580764 | 361139 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 9, "offset": 201 } } }
# | 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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