Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2912437.2488 | -43133.2711 | -2869303.9778 | -737131.4044 | -21231669.4247 | 20494538.0203 |
Total P&L (%) | -2912.4372 | -43.1333 | -2869.304 | -737.1314 | -21231.6694 | 20494.538 |
Avg Daily Profit (%) | -1.5587 | -0.0231 | -1.5356 | 0 | 0 | 0.2855 |
Buy And Hold Return (%) | 7195.0495 | 7195.0495 | 7195.0495 | 7195.0495 | 7195.0495 | 7195.0495 |
Max Trade Drawdown | -3021819 | -183405 | -2924266 | -36863164 | -33051460 | -6881146 |
Profit Factor | 0.1446 | 0.8568 | 0.0754 | 0.9858 | 0.4135 | 2.3026 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 124 | 63 | 61 | 79 | 37 | 42 |
Losing Trades | 44 | 21 | 23 | 89 | 47 | 42 |
Profitability (%) | 73.8095 | 75 | 72.619 | 47.0238 | 44.0476 | 50 |
Ratio Avg Win / Avg Loss | 0.0513 | 0.2856 | 0.0284 | 1.1106 | 0.5253 | 2.3026 |
Largest Winning Trade | 17879 | 15019 | 17879 | 24438356 | 3307417 | 24438356 |
Largest Losing Trade | -2173380 | -63068 | -2173380 | -16695376 | -16695376 | -4959772 |
Avg Bars in Trades | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Winners | 12 | 14 | 10 | 34 | 30 | 37 |
Avg Bars in Losers | 122 | 119 | 125 | 47 | 48 | 46 |
Bars Traded | 6957 | 3429 | 3528 | 6957 | 3429 | 3528 |
Profit Streak | 41.425 | 48.675 | 0 | 0 | 0 | 46.175 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576261 | -576171 | -577897 | -579388 | -583422 | 364875 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 181, "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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