Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3153818.2432 | 97880.0495 | -3251698.2927 | -2257206.6616 | -98458026.5906 | 96200819.929 |
Total P&L (%) | -3153.8182 | 97.88 | -3251.6983 | -2257.2067 | -98458.0266 | 96200.8199 |
Avg Daily Profit (%) | -1.6909 | 0.0525 | -1.7434 | 0 | 0 | 0.369 |
Buy And Hold Return (%) | 5359.7834 | 5359.7834 | 5359.7834 | 5359.7834 | 5359.7834 | 5359.7834 |
Max Trade Drawdown | -3434370 | -101312 | -3407882 | -164322449 | -112173664 | -94098895 |
Profit Factor | 0.2329 | 1.3317 | 0.148 | 0.9946 | 0.4745 | 1.4124 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 246 | 118 | 128 | 183 | 91 | 92 |
Losing Trades | 61 | 36 | 25 | 124 | 63 | 61 |
Profitability (%) | 80.1303 | 76.6234 | 83.6601 | 59.6091 | 59.0909 | 60.1307 |
Ratio Avg Win / Avg Loss | 0.0578 | 0.4063 | 0.0289 | 0.674 | 0.3285 | 0.9365 |
Largest Winning Trade | 34300 | 32145 | 34300 | 152101149 | 8124436 | 152101149 |
Largest Losing Trade | -2624673 | -46410 | -2624673 | -77621154 | -55050405 | -77621154 |
Avg Bars in Trades | 70 | 30 | 110 | 70 | 30 | 110 |
Avg Bars in Winners | 34 | 14 | 54 | 61 | 20 | 102 |
Avg Bars in Losers | 212 | 82 | 401 | 83 | 43 | 123 |
Bars Traded | 21568 | 4628 | 16940 | 21568 | 4628 | 16940 |
Profit Streak | 42.7645 | 42.7645 | 45.2645 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574283 | -285747 | -575021 | -577926 | -579348 | 365253 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 119, "offset": 120 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 119, "offset": 120 } } }
# | 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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