Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2356068.9108 | 25046.9485 | -2381115.8593 | -837784.4137 | -29825652.0296 | 28987867.6159 |
Total P&L (%) | -2356.0689 | 25.0469 | -2381.1159 | -837.7844 | -29825.652 | 28987.8676 |
Avg Daily Profit (%) | -1.2645 | 0.0134 | -1.2779 | 0 | 0 | 0.3049 |
Buy And Hold Return (%) | 7631.3325 | 7631.3325 | 7631.3325 | 7631.3325 | 7631.3325 | 7631.3325 |
Max Trade Drawdown | -2520626 | -175525 | -2463213 | -44867736 | -42226416 | -13893391 |
Profit Factor | 0.2156 | 1.0787 | 0.1133 | 0.9911 | 0.4565 | 1.7486 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 135 | 67 | 68 | 92 | 43 | 49 |
Losing Trades | 49 | 25 | 24 | 92 | 49 | 43 |
Profitability (%) | 73.3696 | 72.8261 | 73.913 | 50 | 46.7391 | 53.2609 |
Ratio Avg Win / Avg Loss | 0.0783 | 0.4025 | 0.04 | 0.9911 | 0.5202 | 1.5345 |
Largest Winning Trade | 23253 | 23253 | 15329 | 47096194 | 7144956 | 47096194 |
Largest Losing Trade | -1723591 | -61420 | -1723591 | -18711360 | -18711360 | -8312761 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 11 | 12 | 9 | 28 | 23 | 33 |
Avg Bars in Losers | 112 | 102 | 122 | 47 | 48 | 45 |
Bars Traded | 6997 | 3402 | 3595 | 6997 | 3402 | 3595 |
Profit Streak | 47.1609 | 76.1609 | 47.1609 | 0 | 0 | 0 |
Trades During Streak | 9 | 6 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575131 | -471840 | -576220 | -579814 | -582354 | 358654 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "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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