Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1328486.9686 | -36731.7387 | -1291755.2298 | -330551.5105 | -6121444.2598 | 5790892.7492 |
Total P&L (%) | -1328.487 | -36.7317 | -1291.7552 | -330.5515 | -6121.4443 | 5790.8927 |
Avg Daily Profit (%) | -0.7305 | -0.0202 | -0.7103 | 0 | 0 | 0.2244 |
Buy And Hold Return (%) | 620.7577 | 620.7577 | 620.7577 | 620.7577 | 620.7577 | 620.7577 |
Max Trade Drawdown | -1441899 | -213040 | -1351580 | -19605353 | -15649671 | -3955681 |
Profit Factor | 0.344 | 0.9059 | 0.2097 | 0.989 | 0.6763 | 1.5219 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 158 | 78 | 80 | 99 | 47 | 52 |
Losing Trades | 44 | 23 | 21 | 103 | 54 | 49 |
Profitability (%) | 78.2178 | 77.2277 | 79.2079 | 49.0099 | 46.5347 | 51.4851 |
Ratio Avg Win / Avg Loss | 0.0958 | 0.2671 | 0.0551 | 1.0289 | 0.777 | 1.4341 |
Largest Winning Trade | 24072 | 24072 | 16556 | 7117782 | 2395968 | 7117782 |
Largest Losing Trade | -764187 | -75653 | -764187 | -13525316 | -13525316 | -3156082 |
Avg Bars in Trades | 35 | 40 | 29 | 35 | 40 | 29 |
Avg Bars in Winners | 11 | 12 | 11 | 33 | 36 | 30 |
Avg Bars in Losers | 118 | 135 | 99 | 36 | 43 | 28 |
Bars Traded | 7082 | 4091 | 2990 | 7082 | 4091 | 2990 |
Profit Streak | 30.7724 | 66.5224 | 30.7724 | 0 | 0 | 0 |
Trades During Streak | 11 | 8 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574349 | -575646 | -575185 | -578438 | -582410 | 355381 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 140, "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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