Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2650592.0738 | 75944.6898 | -2726536.7636 | -2376017.4389 | 229384357.6793 | -231760375.1182 |
Total P&L (%) | -2650.5921 | 75.9447 | -2726.5368 | -2376.0174 | 229384.3577 | -231760.3751 |
Avg Daily Profit (%) | -1.2972 | 0.0372 | -1.3344 | 0 | 0.3794 | 0 |
Buy And Hold Return (%) | 3137.963 | 3137.963 | 3137.963 | 3137.963 | 3137.963 | 3137.963 |
Max Trade Drawdown | -2802348 | -119183 | -2839781 | -437895829 | -89984577 | -478175232 |
Profit Factor | 0.229 | 1.2382 | 0.1258 | 0.9966 | 2.203 | 0.5454 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 22 | 26 | 32 | 15 | 17 |
Losing Trades | 21 | 12 | 9 | 37 | 19 | 18 |
Profitability (%) | 69.5652 | 64.7059 | 74.2857 | 46.3768 | 44.1176 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.1002 | 0.6754 | 0.0435 | 1.1523 | 2.7905 | 0.5775 |
Largest Winning Trade | 102559 | 102559 | 37661 | 269152760 | 269152760 | 162263559 |
Largest Losing Trade | -1515360 | -72547 | -1515360 | -292433832 | -64134108 | -292433832 |
Avg Bars in Trades | 114 | 116 | 112 | 114 | 116 | 112 |
Avg Bars in Winners | 52 | 51 | 52 | 130 | 154 | 108 |
Avg Bars in Losers | 256 | 235 | 285 | 100 | 86 | 115 |
Bars Traded | 7892 | 3961 | 3931 | 7892 | 3961 | 3931 |
Profit Streak | 0 | 408.6144 | 0 | 323.8644 | 0 | 324.1144 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684241 | -307756 | -577639 | -686210 | 412513 | -580755 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 217, "offset": 0 } } }
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# | 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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