Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1176634.5845 | -41716.0874 | -1134918.4971 | -148515.056 | -8911695.4356 | 8763180.3797 |
Total P&L (%) | -1176.6346 | -41.7161 | -1134.9185 | -148.5151 | -8911.6954 | 8763.1804 |
Avg Daily Profit (%) | -0.6244 | -0.0221 | -0.6022 | 0 | 0 | 0.2383 |
Buy And Hold Return (%) | 396.8529 | 396.8529 | 396.8529 | 396.8529 | 396.8529 | 396.8529 |
Max Trade Drawdown | -1380993 | -222765 | -1237898 | -8006926 | -9211691 | -2525970 |
Profit Factor | 0.2937 | 0.8632 | 0.1662 | 0.9906 | 0.1798 | 2.801 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 53 | 25 | 28 | 37 | 16 | 21 |
Losing Trades | 18 | 10 | 8 | 34 | 19 | 15 |
Profitability (%) | 74.6479 | 71.4286 | 77.7778 | 52.1127 | 45.7143 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.0998 | 0.3453 | 0.0475 | 0.9102 | 0.2135 | 2.0007 |
Largest Winning Trade | 53841 | 53841 | 26711 | 10130975 | 990328 | 10130975 |
Largest Losing Trade | -678597 | -51951 | -678597 | -2963937 | -2963937 | -2110542 |
Avg Bars in Trades | 49 | 59 | 40 | 49 | 59 | 40 |
Avg Bars in Winners | 18 | 17 | 19 | 33 | 36 | 30 |
Avg Bars in Losers | 142 | 165 | 113 | 67 | 78 | 53 |
Bars Traded | 3528 | 2078 | 1450 | 3528 | 2078 | 1450 |
Profit Streak | 171.9588 | 171.9588 | 274.9588 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667059 | -576626 | -575785 | -671503 | -582454 | 532399 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 181, "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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