Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1509647.2288 | -383.696 | -1509263.5328 | 1792650.4722 | -20688616.7853 | 22481267.2575 |
Total P&L (%) | -1509.6472 | -0.3837 | -1509.2635 | 1792.6505 | -20688.6168 | 22481.2673 |
Avg Daily Profit (%) | -0.8084 | -0.0002 | -0.8082 | 0.1576 | 0 | 0.2906 |
Buy And Hold Return (%) | 479.7862 | 479.7862 | 479.7862 | 479.7862 | 479.7862 | 479.7862 |
Max Trade Drawdown | -1665104 | -153303 | -1591972 | -19800510 | -21303759 | -4037768 |
Profit Factor | 0.2266 | 0.9984 | 0.1202 | 1.0552 | 0.2027 | 4.4574 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 61 | 31 | 30 | 57 | 28 | 29 |
Losing Trades | 13 | 6 | 7 | 17 | 9 | 8 |
Profitability (%) | 82.4324 | 83.7838 | 81.0811 | 77.027 | 75.6757 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.0483 | 0.1932 | 0.0281 | 0.3147 | 0.0651 | 1.2296 |
Largest Winning Trade | 41289 | 41289 | 35671 | 23447594 | 1200157 | 23447594 |
Largest Losing Trade | -848592 | -63028 | -848592 | -12837221 | -12837221 | -2859549 |
Avg Bars in Trades | 46 | 55 | 37 | 46 | 55 | 37 |
Avg Bars in Winners | 12 | 13 | 11 | 17 | 10 | 23 |
Avg Bars in Losers | 209 | 276 | 152 | 146 | 197 | 89 |
Bars Traded | 3467 | 2068 | 1399 | 3467 | 2068 | 1399 |
Profit Streak | 139.8851 | 139.8851 | 238.3851 | 139.8851 | 139.8851 | 238.3851 |
Trades During Streak | 27 | 13 | 14 | 27 | 13 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -643324 | -574863 | -575186 | -219375 | -575791 | 733474 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 241, "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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