Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -224713.9052 | 44076.0867 | -268789.9919 | -99999.9148 | 1124929.3734 | -1224929.2882 |
Total P&L (%) | -224.7139 | 44.0761 | -268.79 | -99.9999 | 1124.9294 | -1224.9293 |
Avg Daily Profit (%) | -0.1265 | 0.0248 | -0.1513 | -0.7836 | 0.1411 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -550930 | -298915 | -396438 | -1520816 | -207918 | -1850999 |
Profit Factor | 0.9079 | 1.0396 | 0.7972 | 0.9624 | 5.3779 | 0.4901 |
Total Trades | 1171 | 585 | 586 | 1171 | 585 | 586 |
Winning Trades | 829 | 421 | 408 | 829 | 421 | 408 |
Losing Trades | 342 | 164 | 178 | 342 | 164 | 178 |
Profitability (%) | 70.7942 | 71.9658 | 69.6246 | 70.7942 | 71.9658 | 69.6246 |
Ratio Avg Win / Avg Loss | 0.3745 | 0.405 | 0.3478 | 0.397 | 2.095 | 0.2138 |
Largest Winning Trade | 28407 | 28407 | 11423 | 131719 | 111034 | 131719 |
Largest Losing Trade | -99976 | -54730 | -99976 | -1232573 | -207918 | -1232573 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 45 | 52 | 39 | 45 | 52 | 39 |
Bars Traded | 21142 | 11435 | 9707 | 21142 | 11435 | 9707 |
Profit Streak | 1.5895 | 0 | 12.0895 | 1.5895 | 0 | 12.0895 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574089 | -334214 | -573428 | -574089 | 356204 | -573428 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.61876, "nb": 0.40027, "nc": 0.33963 } }, "second_band": { "type": "midpoint", "factors": { "length": 80, "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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