Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -809071.2994 | 8976.6872 | -818047.9866 | -573576.0889 | 3255469.507 | -3829045.5959 |
Total P&L (%) | -809.0713 | 8.9767 | -818.048 | -573.5761 | 3255.4695 | -3829.0456 |
Avg Daily Profit (%) | -0.4531 | 0.005 | -0.4582 | 0 | 0.197 | 0 |
Buy And Hold Return (%) | 53.938 | 53.938 | 53.938 | 53.938 | 53.938 | 53.938 |
Max Trade Drawdown | -1082574 | -194658 | -932135 | -3590657 | -154071 | -3868602 |
Profit Factor | 0.368 | 1.034 | 0.195 | 0.8783 | 8.1227 | 0.1004 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 54 | 27 | 27 | 20 | 11 | 9 |
Losing Trades | 16 | 8 | 8 | 50 | 24 | 26 |
Profitability (%) | 77.1429 | 77.1429 | 77.1429 | 28.5714 | 31.4286 | 25.7143 |
Ratio Avg Win / Avg Loss | 0.109 | 0.3064 | 0.0578 | 2.1958 | 17.7223 | 0.2901 |
Largest Winning Trade | 108205 | 108205 | 21745 | 1487807 | 1487807 | 179610 |
Largest Losing Trade | -930991 | -69156 | -930991 | -3590657 | -103621 | -3590657 |
Avg Bars in Trades | 45 | 58 | 31 | 45 | 58 | 31 |
Avg Bars in Winners | 13 | 16 | 10 | 110 | 154 | 57 |
Avg Bars in Losers | 151 | 200 | 101 | 18 | 15 | 22 |
Bars Traded | 3157 | 2055 | 1102 | 3157 | 2055 | 1102 |
Profit Streak | 17.0757 | 116.0757 | 17.0757 | 0 | 0 | 0 |
Trades During Streak | 4 | 9 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674227 | -531605 | -576201 | -690851 | 335092 | -607454 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 232, "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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