Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -989618.2909 | 704986.174 | -1694604.4649 | 356482039.9938 | -427399926.3354 | 783881966.3292 |
Total P&L (%) | -989.6183 | 704.9862 | -1694.6045 | 356482.04 | -427399.9263 | 783881.9663 |
Avg Daily Profit (%) | -0.4386 | 0.3124 | -0.751 | 0.3631 | 0 | 0.3982 |
Buy And Hold Return (%) | 8781.9777 | 8781.9777 | 8781.9777 | 8781.9777 | 8781.9777 | 8781.9777 |
Max Trade Drawdown | -1834659 | -45114 | -1831080 | -951984612 | -590980910 | -400230033 |
Profit Factor | 0.5556 | 4.6509 | 0.1667 | 1.2468 | 0.5623 | 2.6742 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 70 | 31 | 39 | 46 | 26 | 20 |
Losing Trades | 36 | 22 | 14 | 60 | 27 | 33 |
Profitability (%) | 66.0377 | 58.4906 | 73.5849 | 43.3962 | 49.0566 | 37.7358 |
Ratio Avg Win / Avg Loss | 0.2857 | 3.3006 | 0.0598 | 1.6262 | 0.5839 | 4.4124 |
Largest Winning Trade | 361127 | 361127 | 40612 | 896810244 | 204989180 | 896810244 |
Largest Losing Trade | -1811447 | -38800 | -1811447 | -399244728 | -399244728 | -87497090 |
Avg Bars in Trades | 39 | 43 | 36 | 39 | 43 | 36 |
Avg Bars in Winners | 34 | 41 | 28 | 46 | 46 | 45 |
Avg Bars in Losers | 49 | 45 | 56 | 34 | 39 | 30 |
Bars Traded | 4202 | 2291 | 1911 | 4202 | 2291 | 1911 |
Profit Streak | 104.4073 | 104.4073 | 118.9073 | 104.4073 | 104.4073 | 118.9073 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577023 | -327236 | -756424 | 338720 | -760242 | -168639 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 19 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 121 } } }
# | 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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