Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1948283.2938 | -38767.9741 | -1909515.3197 | -1098671.2314 | -29754149.1648 | 28655477.9334 |
Total P&L (%) | -1948.2833 | -38.768 | -1909.5153 | -1098.6712 | -29754.1492 | 28655.4779 |
Avg Daily Profit (%) | -1.0369 | -0.0206 | -1.0162 | 0 | 0 | 0.3018 |
Buy And Hold Return (%) | 376.6864 | 376.6864 | 376.6864 | 376.6864 | 376.6864 | 376.6864 |
Max Trade Drawdown | -2087914 | -245517 | -1993317 | -47932483 | -49992192 | -7390259 |
Profit Factor | 0.3151 | 0.9247 | 0.1803 | 0.9869 | 0.5439 | 2.5477 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 162 | 76 | 86 | 132 | 61 | 71 |
Losing Trades | 52 | 31 | 21 | 82 | 46 | 36 |
Profitability (%) | 75.7009 | 71.028 | 80.3738 | 61.6822 | 57.0093 | 66.3551 |
Ratio Avg Win / Avg Loss | 0.1011 | 0.3772 | 0.044 | 0.6131 | 0.4101 | 1.2918 |
Largest Winning Trade | 25100 | 25100 | 23004 | 15994418 | 8326291 | 15994418 |
Largest Losing Trade | -1340953 | -64980 | -1340953 | -24430323 | -24430323 | -4359549 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 6 | 5 | 7 | 11 | 11 | 11 |
Avg Bars in Losers | 50 | 56 | 43 | 27 | 32 | 20 |
Bars Traded | 3719 | 2188 | 1531 | 3719 | 2188 | 1531 |
Profit Streak | 4.4104 | 4.4104 | 14.9104 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574988 | -577602 | -575493 | -577865 | -579860 | 532152 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 25, "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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