Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2112545.5608 | -71580.5035 | -2040965.0572 | 191150.6311 | -7788536.3637 | 7979686.9948 |
Total P&L (%) | -2112.5456 | -71.5805 | -2040.9651 | 191.1506 | -7788.5364 | 7979.687 |
Avg Daily Profit (%) | -0.9361 | -0.0317 | -0.9044 | 0.0474 | 0 | 0.1948 |
Buy And Hold Return (%) | 455.65 | 455.65 | 455.65 | 455.65 | 455.65 | 455.65 |
Max Trade Drawdown | -2195501 | -146589 | -2113585 | -8479427 | -8077658 | -3305105 |
Profit Factor | 0.1815 | 0.7757 | 0.0977 | 1.0102 | 0.3603 | 2.2236 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 50.8197 | 43.3333 | 58.0645 | 50.8197 | 43.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.1756 | 1.0143 | 0.0705 | 0.9776 | 0.4711 | 1.6059 |
Largest Winning Trade | 64673 | 64673 | 27066 | 8262504 | 1396361 | 8262504 |
Largest Losing Trade | -1696037 | -54666 | -1696037 | -4719873 | -4719873 | -2639114 |
Avg Bars in Trades | 105 | 104 | 106 | 105 | 104 | 106 |
Avg Bars in Winners | 60 | 54 | 64 | 68 | 47 | 83 |
Avg Bars in Losers | 151 | 142 | 164 | 143 | 147 | 137 |
Bars Traded | 6421 | 3128 | 3293 | 6421 | 3128 | 3293 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -746671 | -581751 | -579772 | -672269 | -583418 | 476300 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 231, "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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