Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1424685.8369 | 35480.9363 | -1460166.7732 | 2636891.1036 | -27085165.1774 | 29722056.281 |
Total P&L (%) | -1424.6858 | 35.4809 | -1460.1668 | 2636.8911 | -27085.1652 | 29722.0563 |
Avg Daily Profit (%) | -0.7578 | 0.0189 | -0.7767 | 0.1762 | 0 | 0.3035 |
Buy And Hold Return (%) | 487.718 | 487.718 | 487.718 | 487.718 | 487.718 | 487.718 |
Max Trade Drawdown | -1622847 | -148817 | -1566641 | -33190052 | -33785258 | -7855563 |
Profit Factor | 0.2659 | 1.152 | 0.1447 | 1.0484 | 0.3633 | 3.4989 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 77 | 39 | 38 | 73 | 36 | 37 |
Losing Trades | 17 | 8 | 9 | 21 | 11 | 10 |
Profitability (%) | 81.9149 | 82.9787 | 80.8511 | 77.6596 | 76.5957 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.0587 | 0.2363 | 0.0343 | 0.3016 | 0.111 | 0.9456 |
Largest Winning Trade | 31491 | 31491 | 21843 | 27970275 | 5820480 | 27970275 |
Largest Losing Trade | -832078 | -69594 | -832078 | -23690396 | -23690396 | -6061113 |
Avg Bars in Trades | 37 | 44 | 31 | 37 | 44 | 31 |
Avg Bars in Winners | 10 | 11 | 9 | 14 | 9 | 19 |
Avg Bars in Losers | 160 | 204 | 121 | 119 | 159 | 75 |
Bars Traded | 3545 | 2087 | 1459 | 3545 | 2087 | 1459 |
Profit Streak | 69.0281 | 151.5281 | 69.0281 | 69.0281 | 151.5281 | 69.0281 |
Trades During Streak | 18 | 12 | 9 | 18 | 12 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574391 | -382525 | -575096 | -156238 | -575636 | 657768 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 203, "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) |
---|