Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2393601.7843 | 14061.4303 | -2407663.2146 | -731794.1607 | -26403520.6145 | 25671726.4538 |
Total P&L (%) | -2393.6018 | 14.0614 | -2407.6632 | -731.7942 | -26403.5206 | 25671.7265 |
Avg Daily Profit (%) | -1.29 | 0.0076 | -1.2976 | 0 | 0 | 0.2997 |
Buy And Hold Return (%) | 7394.0618 | 7394.0618 | 7394.0618 | 7394.0618 | 7394.0618 | 7394.0618 |
Max Trade Drawdown | -2532086 | -175194 | -2476742 | -40786880 | -37536354 | -11680417 |
Profit Factor | 0.1969 | 1.0464 | 0.1007 | 0.9902 | 0.4217 | 1.8889 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 124 | 61 | 63 | 83 | 40 | 43 |
Losing Trades | 44 | 23 | 21 | 85 | 44 | 41 |
Profitability (%) | 73.8095 | 72.619 | 75 | 49.4048 | 47.619 | 51.1905 |
Ratio Avg Win / Avg Loss | 0.0699 | 0.3945 | 0.0336 | 1.014 | 0.4639 | 1.801 |
Largest Winning Trade | 23253 | 23253 | 14102 | 40361651 | 3799599 | 40361651 |
Largest Losing Trade | -1723591 | -64120 | -1723591 | -19216610 | -19216610 | -7234343 |
Avg Bars in Trades | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Winners | 12 | 13 | 11 | 30 | 25 | 35 |
Avg Bars in Losers | 123 | 112 | 136 | 52 | 54 | 50 |
Bars Traded | 6997 | 3424 | 3573 | 6997 | 3424 | 3573 |
Profit Streak | 39.2106 | 68.4606 | 39.2106 | 0 | 0 | 0 |
Trades During Streak | 7 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575214 | -515252 | -576159 | -578462 | -582033 | 345911 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 163, "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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