Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -604250.2634 | 206329.2939 | -810579.5574 | -27712453.5782 | 45946551.9191 | -73659005.4974 |
Total P&L (%) | -604.2503 | 206.3293 | -810.5796 | -27712.4536 | 45946.5519 | -73659.0055 |
Avg Daily Profit (%) | -0.2416 | 0.0825 | -0.3241 | 0 | 0.2455 | 0 |
Buy And Hold Return (%) | 522.3266 | 522.3266 | 522.3266 | 522.3266 | 522.3266 | 522.3266 |
Max Trade Drawdown | -957733 | -70269 | -981883 | -148367656 | -13692594 | -154073860 |
Profit Factor | 0.6481 | 1.8898 | 0.4543 | 0.8996 | 1.9066 | 0.6732 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 99 | 50 | 49 | 93 | 51 | 42 |
Losing Trades | 77 | 38 | 39 | 83 | 37 | 46 |
Profitability (%) | 56.25 | 56.8182 | 55.6818 | 52.8409 | 57.9545 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.5041 | 1.4362 | 0.3616 | 0.8029 | 1.3832 | 0.7373 |
Largest Winning Trade | 59334 | 33599 | 59334 | 32276856 | 22161324 | 32276856 |
Largest Losing Trade | -635154 | -21565 | -635154 | -141737206 | -12817281 | -141737206 |
Avg Bars in Trades | 52 | 29 | 74 | 52 | 29 | 74 |
Avg Bars in Winners | 41 | 29 | 54 | 52 | 34 | 75 |
Avg Bars in Losers | 65 | 30 | 99 | 51 | 23 | 74 |
Bars Traded | 9187 | 2618 | 6568 | 9187 | 2618 | 6568 |
Profit Streak | 10.2772 | 0 | 81.5272 | 0 | 77.7772 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578389 | -245255 | -579398 | -579487 | 449405 | -581980 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 244, "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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