Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1237335.8456 | 118259.2589 | -1355595.1045 | 380910.6818 | -7427379.8525 | 7808290.5343 |
Total P&L (%) | -1237.3358 | 118.2593 | -1355.5951 | 380.9107 | -7427.3799 | 7808.2905 |
Avg Daily Profit (%) | -0.5232 | 0.05 | -0.5732 | 0.0664 | 0 | 0.185 |
Buy And Hold Return (%) | 435.6174 | 435.6174 | 435.6174 | 435.6174 | 435.6174 | 435.6174 |
Max Trade Drawdown | -1496748 | -101796 | -1508841 | -15386181 | -14125118 | -8761393 |
Profit Factor | 0.411 | 1.353 | 0.2323 | 1.0122 | 0.6399 | 1.7402 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 150 | 74 | 76 | 146 | 68 | 78 |
Losing Trades | 26 | 14 | 12 | 30 | 20 | 10 |
Profitability (%) | 85.2273 | 84.0909 | 86.3636 | 82.9545 | 77.2727 | 88.6364 |
Ratio Avg Win / Avg Loss | 0.0712 | 0.256 | 0.0367 | 0.208 | 0.1882 | 0.2231 |
Largest Winning Trade | 29085 | 29085 | 17990 | 2885485 | 2025903 | 2885485 |
Largest Losing Trade | -1220863 | -57834 | -1220863 | -7267417 | -7267417 | -4672221 |
Avg Bars in Trades | 25 | 32 | 19 | 25 | 32 | 19 |
Avg Bars in Winners | 9 | 9 | 8 | 13 | 11 | 14 |
Avg Bars in Losers | 122 | 153 | 87 | 88 | 101 | 60 |
Bars Traded | 4543 | 2820 | 1723 | 4543 | 2820 | 1723 |
Profit Streak | 77.7982 | 77.7982 | 284.2982 | 77.7982 | 77.7982 | 284.2982 |
Trades During Streak | 11 | 5 | 12 | 11 | 5 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573244 | -287460 | -574500 | -471454 | -575818 | 537427 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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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