Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2310784.2611 | 166333.0128 | -2477117.2738 | -15962656.0441 | 69147220.0198 | -85109876.0639 |
Total P&L (%) | -2310.7843 | 166.333 | -2477.1173 | -15962.656 | 69147.22 | -85109.8761 |
Avg Daily Profit (%) | -1.0216 | 0.0735 | -1.0951 | 0 | 0.2896 | 0 |
Buy And Hold Return (%) | 12013.1004 | 12013.1004 | 12013.1004 | 12013.1004 | 12013.1004 | 12013.1004 |
Max Trade Drawdown | -2449873 | -59830 | -2540809 | -142216560 | -7725546 | -154803085 |
Profit Factor | 0.2397 | 1.9253 | 0.1337 | 0.9284 | 3.282 | 0.558 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 49 | 24 | 25 | 51 | 25 | 26 |
Losing Trades | 36 | 18 | 18 | 34 | 17 | 17 |
Profitability (%) | 57.6471 | 57.1429 | 58.1395 | 60 | 59.5238 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.1761 | 1.444 | 0.0963 | 0.6189 | 2.2318 | 0.3648 |
Largest Winning Trade | 50516 | 44527 | 50516 | 23782289 | 23782289 | 19457922 |
Largest Losing Trade | -1994202 | -36393 | -1994202 | -98553353 | -7725546 | -98553353 |
Avg Bars in Trades | 50 | 36 | 63 | 50 | 36 | 63 |
Avg Bars in Winners | 39 | 29 | 48 | 40 | 33 | 47 |
Avg Bars in Losers | 65 | 44 | 86 | 65 | 41 | 89 |
Bars Traded | 4278 | 1526 | 2751 | 4278 | 1526 | 2751 |
Profit Streak | 127.0793 | 148.5793 | 127.0793 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578174 | -256061 | -578712 | -578976 | 558936 | -579370 |
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{ "first_band": { "type": "midprice", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 188, "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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