Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2216945.8 | 165839.6041 | -2382785.4041 | -33942867.0992 | 74241743.4976 | -108184610.5968 |
Total P&L (%) | -2216.9458 | 165.8396 | -2382.7854 | -33942.8671 | 74241.7435 | -108184.6106 |
Avg Daily Profit (%) | -0.9764 | 0.073 | -1.0495 | 0 | 0.2916 | 0 |
Buy And Hold Return (%) | 10446.7978 | 10446.7978 | 10446.7978 | 10446.7978 | 10446.7978 | 10446.7978 |
Max Trade Drawdown | -2379390 | -54566 | -2423726 | -200207553 | -18039555 | -185575309 |
Profit Factor | 0.2098 | 2.11 | 0.1029 | 0.865 | 2.6752 | 0.4778 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 58 | 30 | 28 | 55 | 28 | 27 |
Losing Trades | 15 | 7 | 8 | 18 | 9 | 9 |
Profitability (%) | 79.4521 | 81.0811 | 77.7778 | 75.3425 | 75.6757 | 75 |
Ratio Avg Win / Avg Loss | 0.0542 | 0.4923 | 0.0294 | 0.2831 | 0.8599 | 0.1593 |
Largest Winning Trade | 46402 | 46402 | 29719 | 26087702 | 26087702 | 17513333 |
Largest Losing Trade | -1988657 | -53910 | -1988657 | -99986602 | -10462147 | -99986602 |
Avg Bars in Trades | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Winners | 27 | 31 | 24 | 32 | 37 | 27 |
Avg Bars in Losers | 171 | 189 | 155 | 132 | 133 | 131 |
Bars Traded | 4189 | 2263 | 1926 | 4189 | 2263 | 1926 |
Profit Streak | 136.6055 | 136.6055 | 256.6055 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651999 | -255392 | -576208 | -653492 | 521280 | -577539 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 219, "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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