Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3038078.1574 | 77789.7837 | -3115867.9411 | -160009013.6853 | 253329760.6709 | -413338774.3562 |
Total P&L (%) | -3038.0782 | 77.7898 | -3115.8679 | -160009.0137 | 253329.7607 | -413338.7744 |
Avg Daily Profit (%) | -1.662 | 0.0426 | -1.7045 | 0 | 0.4297 | 0 |
Buy And Hold Return (%) | 6485.6874 | 6485.6874 | 6485.6874 | 6485.6874 | 6485.6874 | 6485.6874 |
Max Trade Drawdown | -3098728 | -65906 | -3176009 | -1312518390 | -234760098 | -1312518390 |
Profit Factor | 0.1908 | 1.4294 | 0.128 | 0.9434 | 1.4899 | 0.8211 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 44 | 18 | 26 | 35 | 22 | 13 |
Losing Trades | 29 | 19 | 10 | 38 | 15 | 23 |
Profitability (%) | 60.274 | 48.6486 | 72.2222 | 47.9452 | 59.4595 | 36.1111 |
Ratio Avg Win / Avg Loss | 0.1257 | 1.5088 | 0.0492 | 1.0243 | 1.0158 | 1.4527 |
Largest Winning Trade | 60141 | 52112 | 60141 | 878253530 | 349106772 | 878253530 |
Largest Losing Trade | -1654569 | -63404 | -1654569 | -1312518390 | -106165642 | -1312518390 |
Avg Bars in Trades | 292 | 75 | 514 | 292 | 75 | 514 |
Avg Bars in Winners | 165 | 72 | 230 | 291 | 71 | 662 |
Avg Bars in Losers | 483 | 78 | 1253 | 292 | 80 | 431 |
Bars Traded | 21323 | 2788 | 18534 | 21323 | 2788 | 18534 |
Profit Streak | 0 | 0 | 0 | 274.5277 | 457.1111 | 274.5277 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -655445 | -300378 | -577899 | -654838 | 497968 | -583925 |
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{ "first_band": { "type": "sma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 238, "offset": 133 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 238, "offset": 133 } } }
# | 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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