Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1876887.0282 | -46992.7583 | -1829894.2698 | 49890.8747 | 3856748.3009 | -3806857.4262 |
Total P&L (%) | -1876.887 | -46.9928 | -1829.8943 | 49.8909 | 3856.7483 | -3806.8574 |
Avg Daily Profit (%) | -0.9009 | -0.0226 | -0.8784 | 0.0194 | 0.1767 | 0 |
Buy And Hold Return (%) | 484.9872 | 484.9872 | 484.9872 | 484.9872 | 484.9872 | 484.9872 |
Max Trade Drawdown | -1941288 | -167563 | -1861250 | -6041771 | -1583162 | -6732380 |
Profit Factor | 0.2901 | 0.8911 | 0.1728 | 1.0032 | 1.608 | 0.5938 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 239 | 116 | 123 | 139 | 75 | 64 |
Losing Trades | 61 | 34 | 27 | 161 | 75 | 86 |
Profitability (%) | 79.6667 | 77.3333 | 82 | 46.3333 | 50 | 42.6667 |
Ratio Avg Win / Avg Loss | 0.074 | 0.2612 | 0.0379 | 1.162 | 1.608 | 0.7979 |
Largest Winning Trade | 23384 | 17348 | 23384 | 2436748 | 2436748 | 1350520 |
Largest Losing Trade | -1484131 | -65724 | -1484131 | -1924196 | -642805 | -1924196 |
Avg Bars in Trades | 81 | 92 | 69 | 81 | 92 | 69 |
Avg Bars in Winners | 22 | 22 | 21 | 93 | 103 | 81 |
Avg Bars in Losers | 312 | 330 | 290 | 70 | 81 | 61 |
Bars Traded | 24357 | 13865 | 10492 | 24357 | 13865 | 10492 |
Profit Streak | 13.796 | 13.796 | 56.9627 | 13.796 | 13.796 | 56.9627 |
Trades During Streak | 3 | 1 | 12 | 3 | 1 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573865 | -576127 | -574482 | -548072 | 421623 | -581695 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "offset": 221 } } }
# | 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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