Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1951375.9476 | 45806.2751 | -1997182.2227 | -1897329.2278 | -29746235.3696 | 27848906.1418 |
Total P&L (%) | -1951.3759 | 45.8063 | -1997.1822 | -1897.3292 | -29746.2354 | 27848.9061 |
Avg Daily Profit (%) | -1.0474 | 0.0246 | -1.072 | 0 | 0 | 0.3028 |
Buy And Hold Return (%) | 9365.7556 | 9365.7556 | 9365.7556 | 9365.7556 | 9365.7556 | 9365.7556 |
Max Trade Drawdown | -2074183 | -147172 | -2052376 | -34533192 | -30351513 | -10422466 |
Profit Factor | 0.2009 | 1.2095 | 0.1017 | 0.965 | 0.1951 | 2.6204 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 78 | 39 | 39 | 49 | 22 | 27 |
Losing Trades | 20 | 10 | 10 | 49 | 27 | 22 |
Profitability (%) | 79.5918 | 79.5918 | 79.5918 | 50 | 44.898 | 55.102 |
Ratio Avg Win / Avg Loss | 0.0515 | 0.3101 | 0.0261 | 0.965 | 0.2394 | 2.1352 |
Largest Winning Trade | 37927 | 37927 | 19704 | 31178091 | 1734620 | 31178091 |
Largest Losing Trade | -1325793 | -58515 | -1325793 | -13716736 | -13716736 | -8193569 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 13 | 15 | 10 | 29 | 24 | 33 |
Avg Bars in Losers | 121 | 104 | 138 | 40 | 40 | 40 |
Bars Traded | 3442 | 1646 | 1796 | 3442 | 1646 | 1796 |
Profit Streak | 44.6643 | 150.6643 | 0 | 0 | 0 | 96.1643 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575848 | -322653 | -576845 | -580516 | -582665 | 435475 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 121, "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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