Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2401961.9672 | -4600.4434 | -2397361.5237 | -236016.5595 | -21432764.8976 | 21196748.3382 |
Total P&L (%) | -2401.962 | -4.6004 | -2397.3615 | -236.0166 | -21432.7649 | 21196.7483 |
Avg Daily Profit (%) | -1.2855 | -0.0025 | -1.283 | 0 | 0 | 0.2873 |
Buy And Hold Return (%) | 7438.5706 | 7438.5706 | 7438.5706 | 7438.5706 | 7438.5706 | 7438.5706 |
Max Trade Drawdown | -2566884 | -175288 | -2477241 | -28151191 | -24302983 | -11023193 |
Profit Factor | 0.1944 | 0.9846 | 0.1061 | 0.996 | 0.3208 | 1.7862 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 145 | 71 | 74 | 92 | 42 | 50 |
Losing Trades | 55 | 29 | 26 | 108 | 58 | 50 |
Profitability (%) | 72.5 | 71 | 74 | 46 | 42 | 50 |
Ratio Avg Win / Avg Loss | 0.0737 | 0.4022 | 0.0373 | 1.1692 | 0.443 | 1.7862 |
Largest Winning Trade | 21109 | 18852 | 21109 | 40428891 | 2739576 | 40428891 |
Largest Losing Trade | -1725302 | -60106 | -1725302 | -10838177 | -10838177 | -6352517 |
Avg Bars in Trades | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Winners | 15 | 18 | 12 | 43 | 37 | 48 |
Avg Bars in Losers | 150 | 132 | 170 | 60 | 61 | 58 |
Bars Traded | 10495 | 5121 | 5374 | 10495 | 5121 | 5374 |
Profit Streak | 51.7763 | 83.9429 | 51.7763 | 0 | 0 | 0 |
Trades During Streak | 9 | 8 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575162 | -576475 | -576199 | -579619 | -584176 | 311015 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 242, "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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