Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -840152.2607 | 83899.4892 | -924051.75 | -6065189.9348 | -13852727.3846 | 7787537.4497 |
Total P&L (%) | -840.1523 | 83.8995 | -924.0518 | -6065.1899 | -13852.7274 | 7787.5375 |
Avg Daily Profit (%) | -0.4605 | 0.046 | -0.5065 | 0 | 0 | 0.2397 |
Buy And Hold Return (%) | 1000.9564 | 1000.9564 | 1000.9564 | 1000.9564 | 1000.9564 | 1000.9564 |
Max Trade Drawdown | -962023 | -112785 | -989907 | -24242768 | -16857921 | -10177168 |
Profit Factor | 0.4167 | 1.3651 | 0.2366 | 0.839 | 0.3883 | 1.5184 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 80 | 41 | 39 | 41 | 19 | 22 |
Losing Trades | 16 | 7 | 9 | 55 | 29 | 26 |
Profitability (%) | 83.3333 | 85.4167 | 81.25 | 42.7083 | 39.5833 | 45.8333 |
Ratio Avg Win / Avg Loss | 0.0833 | 0.2331 | 0.0546 | 1.1255 | 0.5927 | 1.7944 |
Largest Winning Trade | 34358 | 32118 | 34358 | 12800026 | 2066360 | 12800026 |
Largest Losing Trade | -516654 | -67577 | -516654 | -12351609 | -12351609 | -8592957 |
Avg Bars in Trades | 34 | 41 | 27 | 34 | 41 | 27 |
Avg Bars in Winners | 12 | 12 | 12 | 36 | 44 | 30 |
Avg Bars in Losers | 147 | 214 | 94 | 33 | 40 | 26 |
Bars Traded | 3351 | 2013 | 1338 | 3351 | 2013 | 1338 |
Profit Streak | 149.9316 | 149.9316 | 274.4316 | 0 | 0 | 0 |
Trades During Streak | 14 | 7 | 11 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574366 | -292478 | -574880 | -581691 | -584740 | 347489 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 161, "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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