Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1444361.8647 | 7267.6379 | -1451629.5026 | 1237305.8048 | -11162532.3791 | 12399838.1839 |
Total P&L (%) | -1444.3619 | 7.2676 | -1451.6295 | 1237.3058 | -11162.5324 | 12399.8382 |
Avg Daily Profit (%) | -0.7715 | 0.0039 | -0.7753 | 0.1386 | 0 | 0.2582 |
Buy And Hold Return (%) | 508.125 | 508.125 | 508.125 | 508.125 | 508.125 | 508.125 |
Max Trade Drawdown | -1689444 | -141559 | -1596021 | -10210126 | -12303779 | -4434159 |
Profit Factor | 0.319 | 1.0218 | 0.1881 | 1.0447 | 0.4022 | 2.3769 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 161 | 78 | 83 | 153 | 72 | 81 |
Losing Trades | 36 | 20 | 16 | 44 | 26 | 18 |
Profitability (%) | 81.7259 | 79.5918 | 83.8384 | 77.665 | 73.4694 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.0713 | 0.262 | 0.0363 | 0.3004 | 0.1452 | 0.5282 |
Largest Winning Trade | 28861 | 28861 | 16837 | 10513259 | 971627 | 10513259 |
Largest Losing Trade | -1023418 | -59070 | -1023418 | -6231742 | -6231742 | -3927389 |
Avg Bars in Trades | 37 | 45 | 28 | 37 | 45 | 28 |
Avg Bars in Winners | 9 | 10 | 9 | 14 | 13 | 16 |
Avg Bars in Losers | 158 | 185 | 125 | 113 | 136 | 80 |
Bars Traded | 7295 | 4498 | 2797 | 7295 | 4498 | 2797 |
Profit Streak | 61.5153 | 81.2653 | 61.5153 | 61.5153 | 81.2653 | 61.5153 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573958 | -546224 | -574660 | -178242 | -576199 | 583429 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 138, "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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