Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1396541.8881 | 1390996.0444 | 5545.8437 | 12539427.1833 | 15079881.4882 | -2540454.305 |
Total P&L (%) | 1396.5419 | 1390.996 | 5.5458 | 12539.4272 | 15079.8815 | -2540.4543 |
Avg Daily Profit (%) | 0.6834 | 0.6807 | 0.0027 | 0.2371 | 0.2461 | 0 |
Buy And Hold Return (%) | 4471.2418 | 4471.2418 | 4471.2418 | 4471.2418 | 4471.2418 | 4471.2418 |
Max Trade Drawdown | -51177 | -18844 | -161932 | -8159103 | -3045770 | -5113332 |
Profit Factor | 5.5358 | 21.0928 | 1.0232 | 1.9302 | 4.2982 | 0.7148 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Losing Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Profitability (%) | 43.1034 | 55.1724 | 31.0345 | 43.1034 | 55.1724 | 31.0345 |
Ratio Avg Win / Avg Loss | 7.3072 | 17.1379 | 2.2739 | 2.5479 | 3.4923 | 1.5885 |
Largest Winning Trade | 839184 | 839184 | 80502 | 12826881 | 12826881 | 2246569 |
Largest Losing Trade | -36699 | -13749 | -36699 | -2974924 | -1557988 | -2974924 |
Avg Bars in Trades | 61 | 62 | 61 | 61 | 62 | 61 |
Avg Bars in Winners | 118 | 111 | 132 | 118 | 111 | 132 |
Avg Bars in Losers | 18 | 1 | 30 | 18 | 1 | 30 |
Bars Traded | 3589 | 1798 | 1791 | 3589 | 1798 | 1791 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -327602 | -144487 | -556251 | -173446 | 487708 | -585430 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 203 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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