Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2328178.3472 | -179410.0894 | -2148768.2578 | -108799.5382 | 4586969.4373 | -4695768.9755 |
Total P&L (%) | -2328.1783 | -179.4101 | -2148.7683 | -108.7995 | 4586.9694 | -4695.769 |
Avg Daily Profit (%) | -1.0089 | -0.0777 | -0.9311 | 0 | 0.1669 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2390550 | -200615 | -2237137 | -7570666 | -425683 | -7836379 |
Profit Factor | 0.2024 | 0.5767 | 0.1388 | 0.9879 | 6.8758 | 0.4287 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 57 | 27 | 30 | 43 | 23 | 20 |
Losing Trades | 32 | 17 | 15 | 46 | 21 | 25 |
Profitability (%) | 64.0449 | 61.3636 | 66.6667 | 48.3146 | 52.2727 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.1136 | 0.3631 | 0.0694 | 1.0568 | 6.2779 | 0.5359 |
Largest Winning Trade | 46864 | 36235 | 46864 | 2559814 | 2559814 | 1455716 |
Largest Losing Trade | -1782418 | -80448 | -1782418 | -6445427 | -425683 | -6445427 |
Avg Bars in Trades | 99 | 109 | 90 | 99 | 109 | 90 |
Avg Bars in Winners | 53 | 58 | 49 | 124 | 146 | 100 |
Avg Bars in Losers | 181 | 190 | 170 | 76 | 69 | 81 |
Bars Traded | 8873 | 4822 | 4051 | 8873 | 4822 | 4051 |
Profit Streak | 75.6983 | 75.6983 | 269.6983 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576972 | -578281 | -577156 | -579529 | 598888 | -582872 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 222, "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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