Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2142347.5082 | -3822.5539 | -2138524.9543 | -1748075.1517 | -25769449.4604 | 24021374.3087 |
Total P&L (%) | -2142.3475 | -3.8226 | -2138.525 | -1748.0752 | -25769.4495 | 24021.3743 |
Avg Daily Profit (%) | -1.1456 | -0.002 | -1.1436 | 0 | 0 | 0.2938 |
Buy And Hold Return (%) | 9716.3155 | 9716.3155 | 9716.3155 | 9716.3155 | 9716.3155 | 9716.3155 |
Max Trade Drawdown | -2272765 | -160570 | -2192613 | -28342439 | -26398061 | -6367518 |
Profit Factor | 0.1654 | 0.9832 | 0.0861 | 0.9592 | 0.1391 | 2.8647 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 71 | 35 | 36 | 36 | 15 | 21 |
Losing Trades | 19 | 10 | 9 | 54 | 30 | 24 |
Profitability (%) | 78.8889 | 77.7778 | 80 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0443 | 0.2809 | 0.0215 | 1.4388 | 0.2782 | 3.274 |
Largest Winning Trade | 26577 | 26577 | 23092 | 29169289 | 1257590 | 29169289 |
Largest Losing Trade | -1412694 | -59068 | -1412694 | -11812161 | -11812161 | -4588976 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 21 | 26 | 17 | 54 | 44 | 61 |
Avg Bars in Losers | 186 | 154 | 221 | 57 | 59 | 55 |
Bars Traded | 5077 | 2452 | 2625 | 5077 | 2452 | 2625 |
Profit Streak | 110.402 | 157.7353 | 110.402 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575087 | -575758 | -575865 | -582760 | -587193 | 336153 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 202, "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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