Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -871901.9751 | 68647.2304 | -940549.2056 | 1297744.5361 | -21262853.7071 | 22560598.2432 |
Total P&L (%) | -871.902 | 68.6472 | -940.5492 | 1297.7445 | -21262.8537 | 22560.5982 |
Avg Daily Profit (%) | -0.4642 | 0.0365 | -0.5007 | 0.1405 | 0 | 0.2891 |
Buy And Hold Return (%) | 275.7408 | 275.7408 | 275.7408 | 275.7408 | 275.7408 | 275.7408 |
Max Trade Drawdown | -1043287 | -155481 | -1029791 | -24220842 | -23004316 | -5871933 |
Profit Factor | 0.4564 | 1.2174 | 0.2699 | 1.0266 | 0.4044 | 2.7323 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 161 | 76 | 85 | 133 | 62 | 71 |
Losing Trades | 36 | 22 | 14 | 64 | 36 | 28 |
Profitability (%) | 81.7259 | 77.551 | 85.8586 | 67.5127 | 63.2653 | 71.7172 |
Ratio Avg Win / Avg Loss | 0.1021 | 0.3524 | 0.0445 | 0.494 | 0.2348 | 1.0775 |
Largest Winning Trade | 27913 | 27913 | 26672 | 21546019 | 2106570 | 21546019 |
Largest Losing Trade | -871384 | -58966 | -871384 | -14761380 | -14761380 | -2507915 |
Avg Bars in Trades | 27 | 32 | 21 | 27 | 32 | 21 |
Avg Bars in Winners | 7 | 7 | 6 | 10 | 9 | 11 |
Avg Bars in Losers | 116 | 121 | 109 | 62 | 73 | 47 |
Bars Traded | 5343 | 3219 | 2123 | 5343 | 3219 | 2123 |
Profit Streak | 51.0604 | 51.0604 | 60.0604 | 51.0604 | 51.0604 | 60.0604 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573673 | -306810 | -574462 | -194213 | -577775 | 632663 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.51399, "nb": 0.42008, "nc": 0.1 } }, "second_band": { "type": "ema", "factors": { "length": 238, "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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