Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1626952.9077 | -120206.5976 | -1506746.3101 | -64385.9745 | -10470808.2281 | 10406422.2535 |
Total P&L (%) | -1626.9529 | -120.2066 | -1506.7463 | -64.386 | -10470.8082 | 10406.4223 |
Avg Daily Profit (%) | -0.7173 | -0.053 | -0.6643 | -0.0455 | 0 | 0.2054 |
Buy And Hold Return (%) | 345.8599 | 345.8599 | 345.8599 | 345.8599 | 345.8599 | 345.8599 |
Max Trade Drawdown | -1650964 | -265151 | -1546365 | -11854158 | -10475759 | -1749876 |
Profit Factor | 0.1853 | 0.643 | 0.0924 | 0.9955 | 0.0774 | 4.4354 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 15 | 17 | 24 | 10 | 14 |
Losing Trades | 27 | 14 | 13 | 35 | 19 | 16 |
Profitability (%) | 54.2373 | 51.7241 | 56.6667 | 40.678 | 34.4828 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.1563 | 0.6001 | 0.0707 | 1.4518 | 0.147 | 5.0691 |
Largest Winning Trade | 51180 | 51180 | 20976 | 11013889 | 347610 | 11013889 |
Largest Losing Trade | -1177047 | -54162 | -1177047 | -4431765 | -4431765 | -881660 |
Avg Bars in Trades | 145 | 183 | 109 | 145 | 183 | 109 |
Avg Bars in Winners | 54 | 53 | 56 | 67 | 47 | 81 |
Avg Bars in Losers | 253 | 323 | 178 | 199 | 254 | 133 |
Bars Traded | 8595 | 5320 | 3275 | 8595 | 5320 | 3275 |
Profit Streak | 16.1831 | 0 | 138.1831 | 16.1831 | 0 | 138.1831 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759151 | -580609 | -579000 | -761937 | -586867 | 542946 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 153, "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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