Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3138342.519 | -53310.7351 | -3085031.7839 | -3101701.6641 | -25946902.3724 | 22845200.7083 |
Total P&L (%) | -3138.3425 | -53.3107 | -3085.0318 | -3101.7017 | -25946.9024 | 22845.2007 |
Avg Daily Profit (%) | -1.6848 | -0.0286 | -1.6562 | 0 | 0 | 0.2922 |
Buy And Hold Return (%) | 7944.1907 | 7944.1907 | 7944.1907 | 7944.1907 | 7944.1907 | 7944.1907 |
Max Trade Drawdown | -3256062 | -143523 | -3144668 | -45112044 | -31577837 | -20118711 |
Profit Factor | 0.139 | 0.8169 | 0.0802 | 0.958 | 0.3691 | 1.6995 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 143 | 70 | 73 | 102 | 48 | 54 |
Losing Trades | 41 | 22 | 19 | 82 | 44 | 38 |
Profitability (%) | 77.7174 | 76.087 | 79.3478 | 55.4348 | 52.1739 | 58.6957 |
Ratio Avg Win / Avg Loss | 0.0399 | 0.2567 | 0.0209 | 0.7701 | 0.3383 | 1.196 |
Largest Winning Trade | 15329 | 10995 | 15329 | 29653368 | 2549474 | 29653368 |
Largest Losing Trade | -2270254 | -59179 | -2270254 | -18414764 | -15337030 | -18414764 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 10 | 12 | 8 | 28 | 21 | 34 |
Avg Bars in Losers | 132 | 112 | 155 | 49 | 52 | 45 |
Bars Traded | 6933 | 3370 | 3564 | 6933 | 3370 | 3564 |
Profit Streak | 42.8473 | 42.8473 | 46.5973 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575234 | -576875 | -576445 | -579109 | -580804 | 307170 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 195, "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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