Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10707763.3518 | -6590.5405 | -10701172.8113 | 131403215.1326 | 40437663.3377 | 90965551.7948 |
Total P&L (%) | -10707.7634 | -6.5905 | -10701.1728 | 131403.2151 | 40437.6633 | 90965.5518 |
Avg Daily Profit (%) | -5.7245 | -0.0035 | -5.721 | 0.3847 | 0.3215 | 0.365 |
Buy And Hold Return (%) | 9319.282 | 9319.282 | 9319.282 | 9319.282 | 9319.282 | 9319.282 |
Max Trade Drawdown | -10830046 | -70019 | -10789135 | -35269226 | -7127312 | -47153989 |
Profit Factor | 0.0353 | 0.949 | 0.0245 | 2.9913 | 3.3284 | 2.8709 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 45 | 22 | 23 | 27 | 15 | 12 |
Losing Trades | 14 | 8 | 6 | 32 | 15 | 17 |
Profitability (%) | 76.2712 | 73.3333 | 79.3103 | 45.7627 | 50 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.011 | 0.3451 | 0.0064 | 3.5452 | 3.3284 | 4.0671 |
Largest Winning Trade | 30242 | 13570 | 30242 | 67360563 | 15616844 | 67360563 |
Largest Losing Trade | -10114834 | -44450 | -10114834 | -13794206 | -3811283 | -13794206 |
Avg Bars in Trades | 55 | 7 | 104 | 55 | 7 | 104 |
Avg Bars in Winners | 19 | 4 | 34 | 65 | 7 | 137 |
Avg Bars in Losers | 170 | 16 | 375 | 46 | 7 | 81 |
Bars Traded | 3268 | 224 | 3044 | 3268 | 224 | 3044 |
Profit Streak | 195.3449 | 205.3449 | 195.3449 | 195.3449 | 205.3449 | 195.3449 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755407 | -576086 | -575673 | -164353 | 546702 | 463712 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 118, "offset": 17 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 118, "offset": 17 } } }
# | 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) |
---|