Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1254715.0061 | -34960.8814 | -1219754.1247 | -655589.9838 | -4251332.8709 | 3595742.8871 |
Total P&L (%) | -1254.715 | -34.9609 | -1219.7541 | -655.59 | -4251.3329 | 3595.7429 |
Avg Daily Profit (%) | -0.692 | -0.0193 | -0.6727 | 0 | 0 | 0.1993 |
Buy And Hold Return (%) | 501.5629 | 501.5629 | 501.5629 | 501.5629 | 501.5629 | 501.5629 |
Max Trade Drawdown | -1339534 | -189596 | -1279661 | -13833905 | -10020213 | -4044115 |
Profit Factor | 0.3503 | 0.9075 | 0.2146 | 0.9716 | 0.6793 | 1.3668 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 153 | 76 | 77 | 102 | 47 | 55 |
Losing Trades | 44 | 23 | 21 | 95 | 52 | 43 |
Profitability (%) | 77.665 | 76.7677 | 78.5714 | 51.7767 | 47.4747 | 56.1224 |
Ratio Avg Win / Avg Loss | 0.1007 | 0.2746 | 0.0585 | 0.9049 | 0.7516 | 1.0686 |
Largest Winning Trade | 33799 | 33799 | 14827 | 5987065 | 1305298 | 5987065 |
Largest Losing Trade | -628492 | -77310 | -628492 | -8854597 | -8854597 | -2590565 |
Avg Bars in Trades | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Winners | 11 | 11 | 12 | 31 | 35 | 28 |
Avg Bars in Losers | 120 | 132 | 106 | 40 | 42 | 38 |
Bars Traded | 7086 | 3887 | 3199 | 7086 | 3887 | 3199 |
Profit Streak | 28.7312 | 61.7312 | 28.7312 | 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 | -574446 | -575707 | -575551 | -579516 | -582050 | 324886 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 130, "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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