Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1652618.8671 | 6116.3399 | -1658735.207 | -341059.6717 | 6536571.6836 | -6877631.3553 |
Total P&L (%) | -1652.6189 | 6.1163 | -1658.7352 | -341.0597 | 6536.5717 | -6877.6314 |
Avg Daily Profit (%) | -0.9063 | 0.0034 | -0.9096 | 0 | 0.2303 | 0 |
Buy And Hold Return (%) | 720.1672 | 720.1672 | 720.1672 | 720.1672 | 720.1672 | 720.1672 |
Max Trade Drawdown | -1918817 | -144649 | -1829042 | -18040007 | -2051617 | -17989591 |
Profit Factor | 0.441 | 1.0132 | 0.3347 | 0.9917 | 1.9058 | 0.7966 |
Total Trades | 467 | 234 | 233 | 467 | 234 | 233 |
Winning Trades | 343 | 155 | 188 | 232 | 113 | 119 |
Losing Trades | 124 | 79 | 45 | 235 | 121 | 114 |
Profitability (%) | 73.4475 | 66.2393 | 80.6867 | 49.6788 | 48.2906 | 51.073 |
Ratio Avg Win / Avg Loss | 0.1594 | 0.5164 | 0.0801 | 1.0045 | 2.0407 | 0.7631 |
Largest Winning Trade | 22159 | 16654 | 22159 | 15172308 | 2230812 | 15172308 |
Largest Losing Trade | -1175672 | -43310 | -1175672 | -14072711 | -824767 | -14072711 |
Avg Bars in Trades | 46 | 18 | 73 | 46 | 18 | 73 |
Avg Bars in Winners | 22 | 9 | 33 | 44 | 18 | 70 |
Avg Bars in Losers | 111 | 36 | 241 | 47 | 18 | 77 |
Bars Traded | 21542 | 4355 | 17187 | 21542 | 4355 | 17187 |
Profit Streak | 0 | 0 | 31.534 | 18.284 | 28.6174 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575297 | -558728 | -575159 | -576232 | 458556 | -579975 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 54, "offset": 39 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 54, "offset": 39 } } }
# | 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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