Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2712267.1619 | -45859.7619 | -2666407.4 | -4051832.7044 | -35817150.8671 | 31765318.1627 |
Total P&L (%) | -2712.2672 | -45.8598 | -2666.4074 | -4051.8327 | -35817.1509 | 31765.3182 |
Avg Daily Profit (%) | -1.4573 | -0.0246 | -1.4327 | 0 | 0 | 0.3102 |
Buy And Hold Return (%) | 5796.1657 | 5796.1657 | 5796.1657 | 5796.1657 | 5796.1657 | 5796.1657 |
Max Trade Drawdown | -2848564 | -137353 | -2754360 | -50830870 | -36987061 | -20773470 |
Profit Factor | 0.1685 | 0.849 | 0.0986 | 0.9521 | 0.2759 | 1.9045 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 178 | 87 | 91 | 125 | 59 | 66 |
Losing Trades | 47 | 26 | 21 | 100 | 54 | 46 |
Profitability (%) | 79.1111 | 76.9912 | 81.25 | 55.5556 | 52.2124 | 58.9286 |
Ratio Avg Win / Avg Loss | 0.0445 | 0.2537 | 0.0228 | 0.7617 | 0.2525 | 1.3274 |
Largest Winning Trade | 18630 | 18630 | 14516 | 40706165 | 1901215 | 40706165 |
Largest Losing Trade | -1880852 | -61377 | -1880852 | -18241043 | -18241043 | -17827856 |
Avg Bars in Trades | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Winners | 11 | 13 | 9 | 36 | 28 | 43 |
Avg Bars in Losers | 186 | 163 | 214 | 62 | 68 | 54 |
Bars Traded | 10789 | 5410 | 5379 | 10789 | 5410 | 5379 |
Profit Streak | 41.2661 | 41.2661 | 44.9328 | 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 | -574258 | -575830 | -575326 | -578880 | -580744 | 409407 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 140, "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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