Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2392166.4302 | -438.9719 | -2391727.4583 | -253231.1902 | -21404659.136 | 21151427.9458 |
Total P&L (%) | -2392.1664 | -0.439 | -2391.7275 | -253.2312 | -21404.6591 | 21151.4279 |
Avg Daily Profit (%) | -1.2892 | -0.0002 | -1.289 | 0 | 0 | 0.2892 |
Buy And Hold Return (%) | 7578.4635 | 7578.4635 | 7578.4635 | 7578.4635 | 7578.4635 | 7578.4635 |
Max Trade Drawdown | -2557636 | -176164 | -2471875 | -26467276 | -25973219 | -10184106 |
Profit Factor | 0.1947 | 0.9985 | 0.1052 | 0.9956 | 0.3497 | 1.848 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 147 | 73 | 74 | 92 | 40 | 52 |
Losing Trades | 55 | 28 | 27 | 110 | 61 | 49 |
Profitability (%) | 72.7723 | 72.2772 | 73.2673 | 45.5446 | 39.604 | 51.4851 |
Ratio Avg Win / Avg Loss | 0.0728 | 0.383 | 0.0384 | 1.1904 | 0.5333 | 1.7414 |
Largest Winning Trade | 21109 | 18852 | 21109 | 37960716 | 2929601 | 37960716 |
Largest Losing Trade | -1725302 | -60106 | -1725302 | -11589945 | -11589945 | -5740237 |
Avg Bars in Trades | 51 | 50 | 53 | 51 | 50 | 53 |
Avg Bars in Winners | 15 | 19 | 12 | 42 | 36 | 47 |
Avg Bars in Losers | 148 | 133 | 164 | 59 | 60 | 59 |
Bars Traded | 10495 | 5124 | 5371 | 10495 | 5124 | 5371 |
Profit Streak | 38.7566 | 70.9233 | 38.7566 | 0 | 0 | 0 |
Trades During Streak | 9 | 8 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575112 | -576291 | -576261 | -579786 | -585105 | 321049 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 243, "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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