Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1768856.9507 | 67600.697 | -1836457.6478 | -6095.6279 | 49134107.4735 | -49140203.1014 |
Total P&L (%) | -1768.857 | 67.6007 | -1836.4576 | -6.0956 | 49134.1075 | -49140.2031 |
Avg Daily Profit (%) | -0.8657 | 0.0331 | -0.8988 | -0.0031 | 0.3038 | 0 |
Buy And Hold Return (%) | 4131.095 | 4131.095 | 4131.095 | 4131.095 | 4131.095 | 4131.095 |
Max Trade Drawdown | -1876680 | -158552 | -1930576 | -103552186 | -33399506 | -89044948 |
Profit Factor | 0.2702 | 1.2313 | 0.1384 | 1 | 2.1958 | 0.4941 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 14 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 17 | 16 |
Profitability (%) | 46.7742 | 48.3871 | 45.1613 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.3074 | 1.3134 | 0.168 | 1.1379 | 2.6664 | 0.5271 |
Largest Winning Trade | 120681 | 120681 | 42199 | 36492881 | 36492881 | 31445278 |
Largest Losing Trade | -999318 | -62533 | -999318 | -51317741 | -26898744 | -51317741 |
Avg Bars in Trades | 90 | 82 | 98 | 90 | 82 | 98 |
Avg Bars in Winners | 53 | 49 | 58 | 84 | 101 | 69 |
Avg Bars in Losers | 123 | 114 | 132 | 96 | 67 | 126 |
Bars Traded | 5637 | 2571 | 3066 | 5637 | 2571 | 3066 |
Profit Streak | 321.2721 | 384.9388 | 0 | 321.2721 | 384.9388 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -739944 | -314889 | -582699 | -738278 | 423637 | -581445 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 221, "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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