Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2138106.7976 | -113696.2268 | -2024410.5708 | -34585.7297 | -12003372.2593 | 11968786.5296 |
Total P&L (%) | -2138.1068 | -113.6962 | -2024.4106 | -34.5857 | -12003.3723 | 11968.7865 |
Avg Daily Profit (%) | -1.0267 | -0.0546 | -0.9721 | -0.0204 | 0 | 0.2304 |
Buy And Hold Return (%) | 748.5766 | 748.5766 | 748.5766 | 748.5766 | 748.5766 | 748.5766 |
Max Trade Drawdown | -2189467 | -187467 | -2088682 | -23315478 | -17215531 | -8938157 |
Profit Factor | 0.2279 | 0.7255 | 0.1404 | 0.9993 | 0.5536 | 1.6163 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 190 | 88 | 102 | 170 | 78 | 92 |
Losing Trades | 60 | 37 | 23 | 80 | 47 | 33 |
Profitability (%) | 76 | 70.4 | 81.6 | 68 | 62.4 | 73.6 |
Ratio Avg Win / Avg Loss | 0.072 | 0.305 | 0.0317 | 0.4702 | 0.3336 | 0.5798 |
Largest Winning Trade | 20944 | 19123 | 20944 | 13859638 | 1816707 | 13859638 |
Largest Losing Trade | -1373717 | -48812 | -1373717 | -11403866 | -11403866 | -5408074 |
Avg Bars in Trades | 97 | 106 | 88 | 97 | 106 | 88 |
Avg Bars in Winners | 28 | 33 | 24 | 38 | 38 | 38 |
Avg Bars in Losers | 314 | 280 | 369 | 221 | 219 | 225 |
Bars Traded | 24289 | 13281 | 11008 | 24289 | 13281 | 11008 |
Profit Streak | 14.2524 | 14.2524 | 56.0857 | 14.2524 | 14.2524 | 56.0857 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574505 | -577280 | -575215 | -575542 | -578317 | 473664 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 187, "offset": 173 } } }
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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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