Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1280031.7933 | 80581.5438 | -1360613.337 | -436960.6774 | -9652254.3691 | 9215293.6917 |
Total P&L (%) | -1280.0318 | 80.5815 | -1360.6133 | -436.9607 | -9652.2544 | 9215.2937 |
Avg Daily Profit (%) | -0.5422 | 0.0341 | -0.5764 | 0 | 0 | 0.1923 |
Buy And Hold Return (%) | 523.8938 | 523.8938 | 523.8938 | 523.8938 | 523.8938 | 523.8938 |
Max Trade Drawdown | -1442742 | -174498 | -1442884 | -14997112 | -14587798 | -4817416 |
Profit Factor | 0.4159 | 1.203 | 0.2418 | 0.9852 | 0.536 | 2.0632 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 145 | 71 | 74 | 95 | 47 | 48 |
Losing Trades | 45 | 24 | 21 | 95 | 48 | 47 |
Profitability (%) | 76.3158 | 74.7368 | 77.8947 | 50 | 49.4737 | 50.5263 |
Ratio Avg Win / Avg Loss | 0.1291 | 0.4066 | 0.0686 | 0.9852 | 0.5474 | 2.0202 |
Largest Winning Trade | 38461 | 38461 | 20697 | 3196867 | 1334549 | 3196867 |
Largest Losing Trade | -1131666 | -68949 | -1131666 | -6682393 | -6682393 | -1690200 |
Avg Bars in Trades | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Winners | 12 | 13 | 10 | 29 | 30 | 28 |
Avg Bars in Losers | 114 | 125 | 102 | 43 | 53 | 33 |
Bars Traded | 6934 | 3992 | 2942 | 6934 | 3992 | 2942 |
Profit Streak | 55.4215 | 78.0881 | 55.4215 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574702 | -310598 | -575657 | -579783 | -581283 | 419806 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 123, "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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