Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2945109.9296 | -6929.8769 | -2938180.0527 | -5267156.3422 | -53984373.8345 | 48717217.4923 |
Total P&L (%) | -2945.1099 | -6.9299 | -2938.1801 | -5267.1563 | -53984.3738 | 48717.2175 |
Avg Daily Profit (%) | -1.5746 | -0.0037 | -1.5709 | 0 | 0 | 0.3315 |
Buy And Hold Return (%) | 7349.9603 | 7349.9603 | 7349.9603 | 7349.9603 | 7349.9603 | 7349.9603 |
Max Trade Drawdown | -3082865 | -127548 | -3002561 | -91331348 | -64657739 | -43082783 |
Profit Factor | 0.1651 | 0.9761 | 0.0926 | 0.9663 | 0.3928 | 1.7251 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 140 | 69 | 71 | 113 | 55 | 58 |
Losing Trades | 44 | 23 | 21 | 71 | 37 | 34 |
Profitability (%) | 76.087 | 75 | 77.1739 | 61.413 | 59.7826 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.0519 | 0.3254 | 0.0274 | 0.6071 | 0.2643 | 1.0113 |
Largest Winning Trade | 23092 | 15011 | 23092 | 58422974 | 4415116 | 58422974 |
Largest Losing Trade | -2164236 | -60425 | -2164236 | -36465475 | -31585059 | -36465475 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 7 | 8 | 6 | 21 | 16 | 25 |
Avg Bars in Losers | 93 | 83 | 104 | 39 | 43 | 36 |
Bars Traded | 5201 | 2527 | 2674 | 5201 | 2527 | 2674 |
Profit Streak | 0 | 0 | 0 | 77.8885 | 77.8885 | 78.5552 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576155 | -577290 | -577008 | -577093 | -578982 | 488470 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 130, "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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