Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2342996.4215 | 18882.8294 | -2361879.2509 | -3729614.469 | -41443788.9422 | 37714174.4732 |
Total P&L (%) | -2342.9964 | 18.8828 | -2361.8793 | -3729.6145 | -41443.7889 | 37714.1745 |
Avg Daily Profit (%) | -1.2526 | 0.0101 | -1.2627 | 0 | 0 | 0.3178 |
Buy And Hold Return (%) | 8402.7836 | 8402.7836 | 8402.7836 | 8402.7836 | 8402.7836 | 8402.7836 |
Max Trade Drawdown | -2478627 | -164128 | -2452983 | -78189186 | -52890055 | -32315887 |
Profit Factor | 0.2186 | 1.0621 | 0.1234 | 0.9674 | 0.3664 | 1.7696 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 213 | 109 | 104 | 150 | 73 | 77 |
Losing Trades | 67 | 31 | 36 | 130 | 67 | 63 |
Profitability (%) | 76.0714 | 77.8571 | 74.2857 | 53.5714 | 52.1429 | 55 |
Ratio Avg Win / Avg Loss | 0.0688 | 0.3021 | 0.0427 | 0.8384 | 0.3362 | 1.4478 |
Largest Winning Trade | 17037 | 15925 | 17037 | 43207340 | 2199266 | 43207340 |
Largest Losing Trade | -1685296 | -56376 | -1685296 | -31145405 | -25070737 | -31145405 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 6 | 8 | 4 | 21 | 18 | 24 |
Avg Bars in Losers | 84 | 82 | 85 | 29 | 33 | 26 |
Bars Traded | 7108 | 3536 | 3572 | 7108 | 3536 | 3572 |
Profit Streak | 56.5532 | 56.5532 | 57.8032 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574194 | -494065 | -576555 | -578572 | -580405 | 368772 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.5515, "nb": 0.95911, "nc": 0.1 } }, "second_band": { "type": "rma", "factors": { "length": 147, "offset": 0 } } }
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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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