Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2368636.2194 | -12513.2436 | -2356122.9758 | -1543861.9519 | -27949121.5106 | 26405259.5586 |
Total P&L (%) | -2368.6362 | -12.5132 | -2356.123 | -1543.862 | -27949.1215 | 26405.2596 |
Avg Daily Profit (%) | -1.2735 | -0.0067 | -1.2667 | 0 | 0 | 0.3004 |
Buy And Hold Return (%) | 9517.4907 | 9517.4907 | 9517.4907 | 9517.4907 | 9517.4907 | 9517.4907 |
Max Trade Drawdown | -2438337 | -134581 | -2396581 | -33075940 | -28848857 | -10210143 |
Profit Factor | 0.1497 | 0.9433 | 0.0814 | 0.9705 | 0.2068 | 2.5494 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 64 | 31 | 33 | 47 | 20 | 27 |
Losing Trades | 24 | 13 | 11 | 41 | 24 | 17 |
Profitability (%) | 72.7273 | 70.4545 | 75 | 53.4091 | 45.4545 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.0561 | 0.3956 | 0.0271 | 0.8466 | 0.2482 | 1.6052 |
Largest Winning Trade | 26577 | 26577 | 15711 | 30991808 | 2282466 | 30991808 |
Largest Losing Trade | -1636583 | -60178 | -1636583 | -13178403 | -13178403 | -6962734 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 13 | 15 | 11 | 32 | 28 | 34 |
Avg Bars in Losers | 107 | 88 | 129 | 47 | 44 | 51 |
Bars Traded | 3443 | 1635 | 1808 | 3443 | 1635 | 1808 |
Profit Streak | 42.0242 | 66.0242 | 0 | 0 | 0 | 93.5242 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576768 | -577509 | -577478 | -580101 | -582487 | 451283 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 110, "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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