Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10989938.5315 | -38207.034 | -10951731.4974 | 27837229.6146 | 24389815.8611 | 3447413.7535 |
Total P&L (%) | -10989.9385 | -38.207 | -10951.7315 | 27837.2296 | 24389.8159 | 3447.4138 |
Avg Daily Profit (%) | -5.9078 | -0.0205 | -5.8872 | 0.3032 | 0.2961 | 0.192 |
Buy And Hold Return (%) | 12782.3897 | 12782.3897 | 12782.3897 | 12782.3897 | 12782.3897 | 12782.3897 |
Max Trade Drawdown | -11111990 | -105373 | -11050329 | -20494573 | -3196485 | -33562596 |
Profit Factor | 0.0301 | 0.7514 | 0.0202 | 1.5538 | 3.2862 | 1.0871 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 57 | 26 | 31 | 29 | 18 | 11 |
Losing Trades | 15 | 10 | 5 | 43 | 18 | 25 |
Profitability (%) | 79.1667 | 72.2222 | 86.1111 | 40.2778 | 50 | 30.5556 |
Ratio Avg Win / Avg Loss | 0.0079 | 0.289 | 0.0033 | 2.3039 | 3.2862 | 2.4706 |
Largest Winning Trade | 40899 | 15634 | 40899 | 23325369 | 9160241 | 23325369 |
Largest Losing Trade | -10571439 | -49468 | -10571439 | -18179006 | -3196485 | -18179006 |
Avg Bars in Trades | 89 | 20 | 159 | 89 | 20 | 159 |
Avg Bars in Winners | 31 | 8 | 50 | 91 | 27 | 194 |
Avg Bars in Losers | 311 | 49 | 836 | 88 | 12 | 143 |
Bars Traded | 6464 | 725 | 5739 | 6464 | 725 | 5739 |
Profit Streak | 178.5082 | 178.5082 | 208.0082 | 178.5082 | 178.5082 | 208.0082 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659003 | -576238 | -574861 | -80102 | 334781 | -287586 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 196, "offset": 89 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 196, "offset": 89 } } }
# | 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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