Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7899914.4703 | 130609.2655 | -8030523.7358 | 49739602.4236 | -32887690.3861 | 82627292.8096 |
Total P&L (%) | -7899.9145 | 130.6093 | -8030.5237 | 49739.6024 | -32887.6904 | 82627.2928 |
Avg Daily Profit (%) | -3.4971 | 0.0578 | -3.5549 | 0.2753 | 0 | 0.2978 |
Buy And Hold Return (%) | 10333.6955 | 10333.6955 | 10333.6955 | 10333.6955 | 10333.6955 | 10333.6955 |
Max Trade Drawdown | -8039898 | -57081 | -8105470 | -114278427 | -59507738 | -81730054 |
Profit Factor | 0.0657 | 1.7926 | 0.0314 | 1.2291 | 0.7053 | 1.7828 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 79 | 37 | 42 | 39 | 21 | 18 |
Losing Trades | 19 | 12 | 7 | 59 | 28 | 31 |
Profitability (%) | 80.6122 | 75.5102 | 85.7143 | 39.7959 | 42.8571 | 36.7347 |
Ratio Avg Win / Avg Loss | 0.0158 | 0.5814 | 0.0052 | 1.8593 | 0.9404 | 3.0705 |
Largest Winning Trade | 27411 | 27411 | 18139 | 94479372 | 21601532 | 94479372 |
Largest Losing Trade | -8013679 | -42389 | -8013679 | -18456179 | -16621734 | -18456179 |
Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Winners | 20 | 21 | 18 | 64 | 71 | 57 |
Avg Bars in Losers | 139 | 121 | 170 | 28 | 27 | 29 |
Bars Traded | 4235 | 2274 | 1961 | 4235 | 2274 | 1961 |
Profit Streak | 124.3442 | 124.3442 | 226.3442 | 124.3442 | 124.3442 | 337.3442 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574836 | -276117 | -574856 | 204868 | -582108 | 308774 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 199, "offset": 0 } } }
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# | 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) |
---|