Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2820265.6303 | -29937.4948 | -2790328.1354 | -954757.5584 | -25252908.4599 | 24298150.9014 |
Total P&L (%) | -2820.2656 | -29.9375 | -2790.3281 | -954.7576 | -25252.9085 | 24298.1509 |
Avg Daily Profit (%) | -1.5097 | -0.016 | -1.4937 | 0 | 0 | 0.2947 |
Buy And Hold Return (%) | 7914.8315 | 7914.8315 | 7914.8315 | 7914.8315 | 7914.8315 | 7914.8315 |
Max Trade Drawdown | -2892407 | -168426 | -2827374 | -37742051 | -27844323 | -14344210 |
Profit Factor | 0.1562 | 0.9005 | 0.0826 | 0.9851 | 0.2969 | 1.8585 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 156 | 78 | 78 | 109 | 53 | 56 |
Losing Trades | 60 | 30 | 30 | 107 | 55 | 52 |
Profitability (%) | 72.2222 | 72.2222 | 72.2222 | 50.463 | 49.0741 | 51.8519 |
Ratio Avg Win / Avg Loss | 0.0601 | 0.3464 | 0.0318 | 0.9671 | 0.3081 | 1.7257 |
Largest Winning Trade | 25307 | 18444 | 25307 | 41012156 | 3085400 | 41012156 |
Largest Losing Trade | -2044437 | -63673 | -2044437 | -16811652 | -16811652 | -11404600 |
Avg Bars in Trades | 96 | 92 | 100 | 96 | 92 | 100 |
Avg Bars in Winners | 21 | 23 | 19 | 74 | 67 | 81 |
Avg Bars in Losers | 292 | 274 | 311 | 119 | 117 | 121 |
Bars Traded | 20888 | 10028 | 10860 | 20888 | 10028 | 10860 |
Profit Streak | 34.9316 | 75.5149 | 34.9316 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575168 | -576465 | -576444 | -579587 | -581404 | 334750 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 180, "offset": 250 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 180, "offset": 250 } } }
# | 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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