Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2796637.3977 | 48878.1901 | -2845515.5879 | -25831635.1414 | -117383013.7773 | 91551378.6359 |
Total P&L (%) | -2796.6374 | 48.8782 | -2845.5156 | -25831.6351 | -117383.0138 | 91551.3786 |
Avg Daily Profit (%) | -1.5071 | 0.0263 | -1.5334 | 0 | 0 | 0.3682 |
Buy And Hold Return (%) | 8186.1009 | 8186.1009 | 8186.1009 | 8186.1009 | 8186.1009 | 8186.1009 |
Max Trade Drawdown | -3020570 | -98653 | -3009071 | -232270874 | -146555674 | -160004044 |
Profit Factor | 0.2174 | 1.2131 | 0.1492 | 0.9398 | 0.4208 | 1.4041 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 199 | 94 | 105 | 154 | 73 | 81 |
Losing Trades | 59 | 35 | 24 | 104 | 56 | 48 |
Profitability (%) | 77.1318 | 72.8682 | 81.3953 | 59.6899 | 56.5891 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.0645 | 0.4517 | 0.0341 | 0.6347 | 0.3228 | 0.8321 |
Largest Winning Trade | 30971 | 14210 | 30971 | 62221069 | 8390937 | 62221069 |
Largest Losing Trade | -2120906 | -47013 | -2120906 | -110792778 | -68500184 | -110792778 |
Avg Bars in Trades | 81 | 29 | 133 | 81 | 29 | 133 |
Avg Bars in Winners | 41 | 11 | 68 | 69 | 15 | 117 |
Avg Bars in Losers | 216 | 78 | 417 | 99 | 46 | 160 |
Bars Traded | 21012 | 3791 | 17221 | 21012 | 3791 | 17221 |
Profit Streak | 91.9175 | 91.9175 | 97.0008 | 0 | 0 | 0 |
Trades During Streak | 14 | 7 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574218 | -321018 | -575127 | -578172 | -579857 | 359108 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 198, "offset": 139 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 198, "offset": 139 } } }
# | 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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