Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2029761.4398 | -29812.2827 | -1999949.1571 | 139194.1343 | 3017570.124 | -2878375.9897 |
Total P&L (%) | -2029.7614 | -29.8123 | -1999.9492 | 139.1941 | 3017.5701 | -2878.376 |
Avg Daily Profit (%) | -1.098 | -0.0161 | -1.0818 | 0.0472 | 0.1862 | 0 |
Buy And Hold Return (%) | 95.5797 | 95.5797 | 95.5797 | 95.5797 | 95.5797 | 95.5797 |
Max Trade Drawdown | -2055040 | -116789 | -211813 | -6225204 | -2540940 | -2283766 |
Profit Factor | 0.1814 | 0.8969 | 0.087 | 1.0112 | 1.511 | 0.557 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 78 | 39 | 39 | 44 | 21 | 23 |
Losing Trades | 18 | 9 | 9 | 52 | 27 | 25 |
Profitability (%) | 81.25 | 81.25 | 81.25 | 45.8333 | 43.75 | 47.9167 |
Ratio Avg Win / Avg Loss | 0.0419 | 0.207 | 0.0201 | 1.1951 | 1.9428 | 0.6054 |
Largest Winning Trade | 22466 | 22466 | 15488 | 4471876 | 4471876 | 1021196 |
Largest Losing Trade | -1893849 | -80785 | -1893849 | -1957219 | -573643 | -1957219 |
Avg Bars in Trades | 54 | 61 | 47 | 54 | 61 | 47 |
Avg Bars in Winners | 14 | 13 | 16 | 74 | 95 | 55 |
Avg Bars in Losers | 224 | 269 | 180 | 37 | 34 | 39 |
Bars Traded | 5213 | 2935 | 2278 | 5213 | 2935 | 2278 |
Profit Streak | 74.4516 | 74.4516 | 397.1183 | 74.4516 | 74.4516 | 397.1183 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574860 | -576120 | -575243 | -361878 | 310348 | -580064 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 135, "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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