Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4354562.4246 | 76277.9434 | -4430840.368 | -5651989.0795 | 37577280.7924 | -43229269.8719 |
Total P&L (%) | -4354.5624 | 76.2779 | -4430.8404 | -5651.9891 | 37577.2808 | -43229.2699 |
Avg Daily Profit (%) | -2.1311 | 0.0373 | -2.1684 | 0 | 0.2907 | 0 |
Buy And Hold Return (%) | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 |
Max Trade Drawdown | -4470458 | -97753 | -4475974 | -104071065 | -28610136 | -85321202 |
Profit Factor | 0.1412 | 1.2249 | 0.0635 | 0.9618 | 1.6939 | 0.5394 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 23 | 24 | 44 | 20 | 24 |
Losing Trades | 45 | 23 | 22 | 48 | 26 | 22 |
Profitability (%) | 51.087 | 50 | 52.1739 | 47.8261 | 43.4783 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.1352 | 1.2249 | 0.0582 | 1.0492 | 2.202 | 0.4944 |
Largest Winning Trade | 85909 | 85909 | 61648 | 65156203 | 65156203 | 21693692 |
Largest Losing Trade | -3790081 | -76367 | -3790081 | -50523994 | -28610136 | -50523994 |
Avg Bars in Trades | 57 | 58 | 55 | 57 | 58 | 55 |
Avg Bars in Winners | 27 | 33 | 22 | 70 | 88 | 55 |
Avg Bars in Losers | 88 | 84 | 92 | 45 | 35 | 56 |
Bars Traded | 5274 | 2700 | 2574 | 5274 | 2700 | 2574 |
Profit Streak | 381.1099 | 385.7765 | 381.1099 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579050 | -307771 | -579836 | -579711 | 344155 | -580422 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 195 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 195 } } }
# | 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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