Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2895566.516 | -31649.8314 | -2863916.6846 | -4120415.1528 | -33539406.9899 | 29418991.8371 |
Total P&L (%) | -2895.5665 | -31.6498 | -2863.9167 | -4120.4152 | -33539.407 | 29418.9918 |
Avg Daily Profit (%) | -1.5568 | -0.017 | -1.5397 | 0 | 0 | 0.3063 |
Buy And Hold Return (%) | 8339.9254 | 8339.9254 | 8339.9254 | 8339.9254 | 8339.9254 | 8339.9254 |
Max Trade Drawdown | -3018152 | -147687 | -2925304 | -54141097 | -38783105 | -22524731 |
Profit Factor | 0.1498 | 0.8855 | 0.0849 | 0.952 | 0.328 | 1.8196 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 145 | 71 | 74 | 96 | 45 | 51 |
Losing Trades | 39 | 21 | 18 | 88 | 47 | 41 |
Profitability (%) | 78.8043 | 77.1739 | 80.4348 | 52.1739 | 48.913 | 55.4348 |
Ratio Avg Win / Avg Loss | 0.0403 | 0.2619 | 0.0206 | 0.8726 | 0.3425 | 1.4628 |
Largest Winning Trade | 15329 | 10995 | 15329 | 36201076 | 3080518 | 36201076 |
Largest Losing Trade | -2064142 | -59179 | -2064142 | -20360403 | -18531670 | -20360403 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 10 | 12 | 8 | 29 | 22 | 35 |
Avg Bars in Losers | 138 | 116 | 163 | 46 | 49 | 42 |
Bars Traded | 6933 | 3362 | 3571 | 6933 | 3362 | 3571 |
Profit Streak | 43.6229 | 148.1229 | 43.6229 | 0 | 0 | 0 |
Trades During Streak | 3 | 10 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574659 | -575719 | -576324 | -579532 | -581509 | 325463 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 199, "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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