Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2649331.493 | -30865.745 | -2618465.748 | -3171958.7638 | -26662621.4046 | 23490662.6408 |
Total P&L (%) | -2649.3315 | -30.8657 | -2618.4657 | -3171.9588 | -26662.6214 | 23490.6626 |
Avg Daily Profit (%) | -1.4228 | -0.0166 | -1.4063 | 0 | 0 | 0.2938 |
Buy And Hold Return (%) | 7654.8664 | 7654.8664 | 7654.8664 | 7654.8664 | 7654.8664 | 7654.8664 |
Max Trade Drawdown | -2729491 | -139555 | -2665101 | -44332054 | -33317951 | -16287190 |
Profit Factor | 0.1615 | 0.8903 | 0.0903 | 0.955 | 0.3735 | 1.8399 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 127 | 65 | 62 | 98 | 48 | 50 |
Losing Trades | 39 | 18 | 21 | 68 | 35 | 33 |
Profitability (%) | 76.506 | 78.3133 | 74.6988 | 59.0361 | 57.8313 | 60.241 |
Ratio Avg Win / Avg Loss | 0.0496 | 0.2466 | 0.0306 | 0.6627 | 0.2723 | 1.2143 |
Largest Winning Trade | 23253 | 23253 | 14832 | 25658457 | 2692482 | 25658457 |
Largest Losing Trade | -1801299 | -61180 | -1801299 | -16176714 | -16176714 | -13572269 |
Avg Bars in Trades | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Winners | 6 | 7 | 5 | 16 | 13 | 19 |
Avg Bars in Losers | 68 | 67 | 69 | 27 | 30 | 25 |
Bars Traded | 3468 | 1684 | 1784 | 3468 | 1684 | 1784 |
Profit Streak | 45.5995 | 78.5995 | 45.5995 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574775 | -575420 | -576796 | -578459 | -579817 | 349961 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 80, "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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