Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1761456.8227 | 37689.5845 | -1799146.4072 | 1729175.1872 | -37409807.8348 | 39138983.0221 |
Total P&L (%) | -1761.4568 | 37.6896 | -1799.1464 | 1729.1752 | -37409.8078 | 39138.983 |
Avg Daily Profit (%) | -0.7468 | 0.016 | -0.7627 | 0.1233 | 0 | 0.2535 |
Buy And Hold Return (%) | 562.9737 | 562.9737 | 562.9737 | 562.9737 | 562.9737 | 562.9737 |
Max Trade Drawdown | -1947289 | -137213 | -1951509 | -81088907 | -72282086 | -24777816 |
Profit Factor | 0.2963 | 1.1121 | 0.1698 | 1.0143 | 0.5777 | 2.2079 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 211 | 101 | 110 | 205 | 97 | 108 |
Losing Trades | 41 | 25 | 16 | 47 | 29 | 18 |
Profitability (%) | 83.7302 | 80.1587 | 87.3016 | 81.3492 | 76.9841 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.0576 | 0.2753 | 0.0247 | 0.2325 | 0.1727 | 0.368 |
Largest Winning Trade | 16832 | 16832 | 16431 | 12085532 | 3841333 | 12085532 |
Largest Losing Trade | -1436187 | -55233 | -1436187 | -27785997 | -27785997 | -13474511 |
Avg Bars in Trades | 55 | 61 | 48 | 55 | 61 | 48 |
Avg Bars in Winners | 15 | 12 | 17 | 19 | 12 | 25 |
Avg Bars in Losers | 261 | 258 | 265 | 209 | 223 | 188 |
Bars Traded | 13876 | 7726 | 6150 | 13876 | 7726 | 6150 |
Profit Streak | 77.3421 | 77.3421 | 280.0087 | 77.3421 | 77.3421 | 280.0087 |
Trades During Streak | 21 | 10 | 18 | 21 | 10 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573393 | -430526 | -574487 | -230366 | -575577 | 577956 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 249, "offset": 0 } } }
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# | 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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