Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -650538.9633 | 137068.7131 | -787607.6764 | -129934.9731 | 2539696.4398 | -2669631.413 |
Total P&L (%) | -650.539 | 137.0687 | -787.6077 | -129.935 | 2539.6964 | -2669.6314 |
Avg Daily Profit (%) | -0.3313 | 0.0698 | -0.4011 | 0 | 0.1668 | 0 |
Buy And Hold Return (%) | 829.2187 | 829.2187 | 829.2187 | 829.2187 | 829.2187 | 829.2187 |
Max Trade Drawdown | -919449 | -166634 | -940131 | -6877908 | -1360129 | -5712693 |
Profit Factor | 0.6416 | 1.2871 | 0.4112 | 0.9912 | 1.5663 | 0.7411 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 289 | 142 | 147 | 207 | 109 | 98 |
Losing Trades | 75 | 40 | 35 | 157 | 73 | 84 |
Profitability (%) | 79.3956 | 78.022 | 80.7692 | 56.8681 | 59.8901 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.1665 | 0.3626 | 0.0979 | 0.7518 | 1.049 | 0.6352 |
Largest Winning Trade | 38143 | 38143 | 24808 | 2139256 | 2139256 | 1835624 |
Largest Losing Trade | -320083 | -57721 | -320083 | -4166312 | -516849 | -4166312 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 7 | 8 | 7 | 22 | 25 | 19 |
Avg Bars in Losers | 72 | 76 | 67 | 18 | 20 | 18 |
Bars Traded | 7696 | 4262 | 3434 | 7696 | 4262 | 3434 |
Profit Streak | 0 | 0 | 0 | 427.4713 | 431.2213 | 427.4713 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574786 | -262860 | -576138 | -576744 | 322296 | -579018 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.94296, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "midpoint", "factors": { "length": 98, "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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