Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1179852.1947 | -18549.0298 | -1161303.1649 | -12917.0139 | 2220373.1925 | -2233290.2064 |
Total P&L (%) | -1179.8522 | -18.549 | -1161.3032 | -12.917 | 2220.3732 | -2233.2902 |
Avg Daily Profit (%) | -0.6319 | -0.0099 | -0.622 | -0.0074 | 0.1685 | 0 |
Buy And Hold Return (%) | 413.0444 | 413.0444 | 413.0444 | 413.0444 | 413.0444 | 413.0444 |
Max Trade Drawdown | -1395652 | -219233 | -1296025 | -4541424 | -1147890 | -4679958 |
Profit Factor | 0.4779 | 0.9681 | 0.3076 | 0.9988 | 1.7183 | 0.7253 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 293 | 141 | 152 | 189 | 92 | 97 |
Losing Trades | 84 | 47 | 37 | 188 | 96 | 92 |
Profitability (%) | 77.7188 | 75 | 80.4233 | 50.1326 | 48.9362 | 51.3228 |
Ratio Avg Win / Avg Loss | 0.137 | 0.3227 | 0.0749 | 0.9936 | 1.793 | 0.6879 |
Largest Winning Trade | 30797 | 30797 | 18837 | 3417355 | 1086605 | 3417355 |
Largest Losing Trade | -550988 | -56956 | -550988 | -3273393 | -418888 | -3273393 |
Avg Bars in Trades | 29 | 32 | 25 | 29 | 32 | 25 |
Avg Bars in Winners | 10 | 8 | 11 | 32 | 39 | 26 |
Avg Bars in Losers | 95 | 104 | 83 | 25 | 25 | 25 |
Bars Traded | 10948 | 6081 | 4867 | 10948 | 6081 | 4867 |
Profit Streak | 0 | 20.2303 | 0 | 0 | 20.2303 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574936 | -576553 | -576136 | -578512 | 378445 | -579894 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 118, "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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