Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1141117.007 | -16841.8522 | -1124275.1548 | -715082.1847 | -7242828.4294 | 6527746.2447 |
Total P&L (%) | -1141.117 | -16.8419 | -1124.2752 | -715.0822 | -7242.8284 | 6527.7462 |
Avg Daily Profit (%) | -0.6294 | -0.0093 | -0.6201 | 0 | 0 | 0.2316 |
Buy And Hold Return (%) | 675.8356 | 675.8356 | 675.8356 | 675.8356 | 675.8356 | 675.8356 |
Max Trade Drawdown | -1217364 | -208056 | -1168452 | -20781355 | -15801324 | -5379300 |
Profit Factor | 0.3985 | 0.9598 | 0.2395 | 0.9811 | 0.6731 | 1.4177 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 215 | 104 | 111 | 148 | 72 | 76 |
Losing Trades | 73 | 40 | 33 | 140 | 72 | 68 |
Profitability (%) | 74.6528 | 72.2222 | 77.0833 | 51.3889 | 50 | 52.7778 |
Ratio Avg Win / Avg Loss | 0.1353 | 0.3691 | 0.0712 | 0.928 | 0.6731 | 1.2685 |
Largest Winning Trade | 26876 | 23978 | 26876 | 10556085 | 2420447 | 10556085 |
Largest Losing Trade | -533612 | -75542 | -533612 | -13655924 | -13655924 | -4442697 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 5 | 4 | 6 | 16 | 17 | 15 |
Avg Bars in Losers | 55 | 59 | 50 | 19 | 21 | 17 |
Bars Traded | 5240 | 2850 | 2390 | 5240 | 2850 | 2390 |
Profit Streak | 13.653 | 13.653 | 25.3197 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574169 | -576293 | -575262 | -578813 | -580672 | 344740 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.83068, "nb": 0.7769, "nc": 0.22696 } }, "second_band": { "type": "swma", "factors": { "length": 134, "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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