Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2768889.9215 | -58858.5985 | -2710031.323 | -571563.6003 | -20207956.549 | 19636392.9488 |
Total P&L (%) | -2768.8899 | -58.8586 | -2710.0313 | -571.5636 | -20207.9565 | 19636.3929 |
Avg Daily Profit (%) | -1.4831 | -0.0315 | -1.4515 | 0 | 0 | 0.2835 |
Buy And Hold Return (%) | 7458.0048 | 7458.0048 | 7458.0048 | 7458.0048 | 7458.0048 | 7458.0048 |
Max Trade Drawdown | -2876434 | -174768 | -2776004 | -29047649 | -25903344 | -7880864 |
Profit Factor | 0.1445 | 0.7949 | 0.0813 | 0.9888 | 0.344 | 1.9788 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 134 | 64 | 70 | 89 | 42 | 47 |
Losing Trades | 44 | 25 | 19 | 89 | 47 | 42 |
Profitability (%) | 75.2809 | 71.9101 | 78.6517 | 50 | 47.191 | 52.809 |
Ratio Avg Win / Avg Loss | 0.0475 | 0.3105 | 0.0221 | 0.9888 | 0.385 | 1.7683 |
Largest Winning Trade | 17879 | 15019 | 17879 | 31639829 | 2905315 | 31639829 |
Largest Losing Trade | -1975692 | -62628 | -1975692 | -11579504 | -11579504 | -5366033 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 9 | 9 | 9 | 29 | 27 | 31 |
Avg Bars in Losers | 128 | 108 | 155 | 48 | 45 | 50 |
Bars Traded | 6933 | 3312 | 3620 | 6933 | 3312 | 3620 |
Profit Streak | 47.913 | 73.913 | 47.913 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575151 | -576602 | -576541 | -579845 | -582186 | 328354 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 183, "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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