Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2162904.9759 | -134029.2322 | -2028875.7436 | -42201.2183 | 3756744.7424 | -3798945.9608 |
Total P&L (%) | -2162.905 | -134.0292 | -2028.8757 | -42.2012 | 3756.7447 | -3798.946 |
Avg Daily Profit (%) | -1.1482 | -0.0712 | -1.0771 | -0.0291 | 0.1941 | 0 |
Buy And Hold Return (%) | 212.9474 | 212.9474 | 212.9474 | 212.9474 | 212.9474 | 212.9474 |
Max Trade Drawdown | -2271979 | -241131 | -2091709 | -3503077 | -574688 | -5258182 |
Profit Factor | 0.231 | 0.6735 | 0.1554 | 0.9952 | 3.7125 | 0.4864 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 148 | 68 | 80 | 86 | 49 | 37 |
Losing Trades | 45 | 28 | 17 | 107 | 47 | 60 |
Profitability (%) | 76.6839 | 70.8333 | 82.4742 | 44.5596 | 51.0417 | 38.1443 |
Ratio Avg Win / Avg Loss | 0.0702 | 0.2773 | 0.033 | 1.2382 | 3.561 | 0.7888 |
Largest Winning Trade | 26722 | 26722 | 17635 | 1530178 | 1530178 | 1493255 |
Largest Losing Trade | -1406327 | -55679 | -1406327 | -2734578 | -574688 | -2734578 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 12 | 10 | 13 | 36 | 37 | 35 |
Avg Bars in Losers | 79 | 63 | 106 | 21 | 14 | 26 |
Bars Traded | 5376 | 2505 | 2871 | 5376 | 2505 | 2871 |
Profit Streak | 40.6052 | 40.6052 | 71.2718 | 40.6052 | 40.6052 | 71.2718 |
Trades During Streak | 11 | 5 | 10 | 11 | 5 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574323 | -576281 | -574739 | -578231 | 593691 | -583757 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 217, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 217, "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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