Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2092034.7483 | 185348.8757 | -2277383.624 | -20015066.2931 | 40820730.5815 | -60835796.8746 |
Total P&L (%) | -2092.0347 | 185.3489 | -2277.3836 | -20015.0663 | 40820.7306 | -60835.7969 |
Avg Daily Profit (%) | -0.9208 | 0.0816 | -1.0024 | 0 | 0.2651 | 0 |
Buy And Hold Return (%) | 9015.9091 | 9015.9091 | 9015.9091 | 9015.9091 | 9015.9091 | 9015.9091 |
Max Trade Drawdown | -2266028 | -53910 | -2311691 | -115458638 | -12138588 | -115986078 |
Profit Factor | 0.218 | 2.2074 | 0.0969 | 0.8695 | 2.2859 | 0.5 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 61 | 30 | 31 | 58 | 28 | 30 |
Losing Trades | 18 | 10 | 8 | 21 | 12 | 9 |
Profitability (%) | 77.2152 | 75 | 79.4872 | 73.4177 | 70 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.0643 | 0.7358 | 0.025 | 0.3148 | 0.9797 | 0.15 |
Largest Winning Trade | 46402 | 46402 | 29233 | 15577624 | 15577624 | 12252180 |
Largest Losing Trade | -1982192 | -53910 | -1982192 | -57013706 | -6199473 | -57013706 |
Avg Bars in Trades | 52 | 56 | 47 | 52 | 56 | 47 |
Avg Bars in Winners | 26 | 30 | 22 | 31 | 37 | 25 |
Avg Bars in Losers | 138 | 133 | 145 | 110 | 100 | 123 |
Bars Traded | 4129 | 2265 | 1864 | 4129 | 2265 | 1864 |
Profit Streak | 138.2268 | 138.2268 | 256.7268 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607289 | -244548 | -575964 | -608742 | 397279 | -577267 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 229, "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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