Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2072765.4374 | -144482.0737 | -1928283.3638 | -240109.1504 | -5381688.2051 | 5141579.0546 |
Total P&L (%) | -2072.7654 | -144.4821 | -1928.2834 | -240.1092 | -5381.6882 | 5141.5791 |
Avg Daily Profit (%) | -1.1046 | -0.077 | -1.0276 | 0 | 0 | 0.2112 |
Buy And Hold Return (%) | 309.635 | 309.635 | 309.635 | 309.635 | 309.635 | 309.635 |
Max Trade Drawdown | -2169559 | -243866 | -2003155 | -7550146 | -7208570 | -2992094 |
Profit Factor | 0.253 | 0.7141 | 0.1504 | 0.985 | 0.4768 | 1.9023 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 141 | 67 | 74 | 110 | 50 | 60 |
Losing Trades | 52 | 30 | 22 | 83 | 47 | 36 |
Profitability (%) | 73.057 | 69.0722 | 77.0833 | 56.9948 | 51.5464 | 62.5 |
Ratio Avg Win / Avg Loss | 0.0933 | 0.3197 | 0.0447 | 0.7432 | 0.4482 | 1.1414 |
Largest Winning Trade | 20902 | 20902 | 16161 | 6269669 | 1877728 | 6269669 |
Largest Losing Trade | -1273769 | -65023 | -1273769 | -3448655 | -3448655 | -2105542 |
Avg Bars in Trades | 115 | 134 | 95 | 115 | 134 | 95 |
Avg Bars in Winners | 40 | 37 | 42 | 74 | 82 | 68 |
Avg Bars in Losers | 319 | 351 | 276 | 169 | 190 | 140 |
Bars Traded | 22268 | 13069 | 9199 | 22268 | 13069 | 9199 |
Profit Streak | 0 | 0 | 70.8008 | 12.4675 | 27.2175 | 0 |
Trades During Streak | 0 | 0 | 7 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576778 | -578323 | -575705 | -578244 | -580331 | 430435 |
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{ "first_band": { "type": "sma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 155, "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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