Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1306813.0134 | -12825.3057 | -1293987.7077 | 925213.3283 | -12849087.8359 | 13774301.1642 |
Total P&L (%) | -1306.813 | -12.8253 | -1293.9877 | 925.2133 | -12849.0878 | 13774.3012 |
Avg Daily Profit (%) | -0.6933 | -0.0068 | -0.6865 | 0.1236 | 0 | 0.262 |
Buy And Hold Return (%) | 339.8184 | 339.8184 | 339.8184 | 339.8184 | 339.8184 | 339.8184 |
Max Trade Drawdown | -1468568 | -164382 | -1392498 | -14694340 | -14067313 | -4442348 |
Profit Factor | 0.315 | 0.9577 | 0.1935 | 1.0322 | 0.3506 | 2.5403 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 171 | 85 | 86 | 143 | 71 | 72 |
Losing Trades | 29 | 15 | 14 | 57 | 29 | 28 |
Profitability (%) | 85.5 | 85 | 86 | 71.5 | 71 | 72 |
Ratio Avg Win / Avg Loss | 0.0534 | 0.169 | 0.0315 | 0.4114 | 0.1432 | 0.9879 |
Largest Winning Trade | 21277 | 21277 | 21150 | 14464101 | 1390595 | 14464101 |
Largest Losing Trade | -1163937 | -58106 | -1163937 | -8845909 | -8845909 | -2608127 |
Avg Bars in Trades | 36 | 44 | 28 | 36 | 44 | 28 |
Avg Bars in Winners | 10 | 11 | 8 | 16 | 17 | 14 |
Avg Bars in Losers | 191 | 230 | 149 | 88 | 112 | 63 |
Bars Traded | 7314 | 4471 | 2843 | 7314 | 4471 | 2843 |
Profit Streak | 66.0698 | 86.5698 | 66.0698 | 66.0698 | 86.5698 | 66.0698 |
Trades During Streak | 17 | 9 | 8 | 17 | 9 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573256 | -574793 | -574428 | -212173 | -576446 | 553041 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 141, "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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