Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2762604.9538 | -43586.0543 | -2719018.8995 | -4123169.3618 | -35771890.6727 | 31648721.311 |
Total P&L (%) | -2762.605 | -43.5861 | -2719.0189 | -4123.1694 | -35771.8907 | 31648.7213 |
Avg Daily Profit (%) | -1.4813 | -0.0234 | -1.4579 | 0 | 0 | 0.3093 |
Buy And Hold Return (%) | 5287.4105 | 5287.4105 | 5287.4105 | 5287.4105 | 5287.4105 | 5287.4105 |
Max Trade Drawdown | -2883727 | -132183 | -2799685 | -61908690 | -42837644 | -26521909 |
Profit Factor | 0.1758 | 0.8674 | 0.1007 | 0.959 | 0.3884 | 1.753 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 191 | 95 | 96 | 150 | 73 | 77 |
Losing Trades | 52 | 27 | 25 | 93 | 49 | 44 |
Profitability (%) | 78.6008 | 77.8689 | 79.3388 | 61.7284 | 59.8361 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.0479 | 0.2465 | 0.0262 | 0.5946 | 0.2607 | 1.0017 |
Largest Winning Trade | 18852 | 18852 | 11998 | 37343847 | 2539170 | 37343847 |
Largest Losing Trade | -1929183 | -61827 | -1929183 | -22644178 | -22644178 | -22419021 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 10 | 13 | 7 | 32 | 26 | 37 |
Avg Bars in Losers | 167 | 151 | 184 | 63 | 71 | 55 |
Bars Traded | 10789 | 5416 | 5373 | 10789 | 5416 | 5373 |
Profit Streak | 45.053 | 45.053 | 48.7197 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574227 | -575698 | -575512 | -577986 | -579733 | 433564 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 130, "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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