Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1877211.7357 | -91697.1229 | -1785514.6128 | -337085.1681 | -9558077.8696 | 9220992.7015 |
Total P&L (%) | -1877.2117 | -91.6971 | -1785.5146 | -337.0852 | -9558.0779 | 9220.9927 |
Avg Daily Profit (%) | -1.0054 | -0.0491 | -0.9563 | 0 | 0 | 0.2432 |
Buy And Hold Return (%) | 407.6581 | 407.6581 | 407.6581 | 407.6581 | 407.6581 | 407.6581 |
Max Trade Drawdown | -2075590 | -219781 | -1905398 | -13422670 | -12963877 | -7805801 |
Profit Factor | 0.3134 | 0.8263 | 0.1907 | 0.9905 | 0.5373 | 1.6211 |
Total Trades | 441 | 220 | 221 | 441 | 220 | 221 |
Winning Trades | 337 | 164 | 173 | 255 | 121 | 134 |
Losing Trades | 104 | 56 | 48 | 186 | 99 | 87 |
Profitability (%) | 76.4172 | 74.5455 | 78.2805 | 57.8231 | 55 | 60.6335 |
Ratio Avg Win / Avg Loss | 0.0967 | 0.2821 | 0.0529 | 0.7225 | 0.4396 | 1.0525 |
Largest Winning Trade | 23419 | 23419 | 14521 | 13297117 | 4285102 | 13297117 |
Largest Losing Trade | -1227452 | -60993 | -1227452 | -5991133 | -5635670 | -5991133 |
Avg Bars in Trades | 25 | 30 | 20 | 25 | 30 | 20 |
Avg Bars in Winners | 6 | 7 | 6 | 15 | 16 | 13 |
Avg Bars in Losers | 84 | 96 | 69 | 38 | 46 | 29 |
Bars Traded | 11070 | 6634 | 4436 | 11070 | 6634 | 4436 |
Profit Streak | 11.2544 | 37.0877 | 11.2544 | 0 | 0 | 0 |
Trades During Streak | 2 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573679 | -575403 | -575596 | -577181 | -579533 | 454391 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.7627, "nb": 0.528, "nc": 0.24686 } }, "second_band": { "type": "rma", "factors": { "length": 109, "offset": 6 } } }
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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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