Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1866702.3568 | -113249.2268 | -1753453.13 | -44030.9449 | -4783005.5311 | 4738974.5862 |
Total P&L (%) | -1866.7024 | -113.2492 | -1753.4531 | -44.0309 | -4783.0055 | 4738.9746 |
Avg Daily Profit (%) | -0.9925 | -0.0602 | -0.9323 | -0.0309 | 0 | 0.2065 |
Buy And Hold Return (%) | 290.3375 | 290.3375 | 290.3375 | 290.3375 | 290.3375 | 290.3375 |
Max Trade Drawdown | -1919459 | -176595 | -1775981 | -6527369 | -6343270 | -2100714 |
Profit Factor | 0.2263 | 0.6941 | 0.1414 | 0.9967 | 0.4521 | 2.0431 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 145 | 67 | 78 | 135 | 62 | 73 |
Losing Trades | 38 | 24 | 14 | 48 | 29 | 19 |
Profitability (%) | 79.235 | 73.6264 | 84.7826 | 73.7705 | 68.1319 | 79.3478 |
Ratio Avg Win / Avg Loss | 0.0593 | 0.2486 | 0.0254 | 0.3544 | 0.2115 | 0.5318 |
Largest Winning Trade | 22598 | 22598 | 13974 | 4812581 | 721134 | 4812581 |
Largest Losing Trade | -1456919 | -61541 | -1456919 | -4040585 | -4040585 | -1672114 |
Avg Bars in Trades | 39 | 46 | 32 | 39 | 46 | 32 |
Avg Bars in Winners | 13 | 13 | 12 | 17 | 18 | 16 |
Avg Bars in Losers | 140 | 137 | 145 | 100 | 105 | 94 |
Bars Traded | 7232 | 4206 | 3026 | 7232 | 4206 | 3026 |
Profit Streak | 61.6311 | 83.1311 | 61.6311 | 61.6311 | 83.1311 | 61.6311 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574299 | -576201 | -574864 | -575007 | -576914 | 524255 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 234, "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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