Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1899955.5951 | -46097.8561 | -1853857.7389 | 814523.6423 | -13983850.5339 | 14798374.1763 |
Total P&L (%) | -1899.9556 | -46.0979 | -1853.8577 | 814.5236 | -13983.8505 | 14798.3742 |
Avg Daily Profit (%) | -0.8377 | -0.0203 | -0.8174 | 0.0976 | 0 | 0.2209 |
Buy And Hold Return (%) | 383.8154 | 383.8154 | 383.8154 | 383.8154 | 383.8154 | 383.8154 |
Max Trade Drawdown | -1943831 | -125301 | -1899941 | -14127514 | -14069289 | -2109354 |
Profit Factor | 0.1967 | 0.8511 | 0.0981 | 1.0311 | 0.3123 | 3.5228 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 60 | 30 | 30 | 52 | 24 | 28 |
Losing Trades | 21 | 10 | 11 | 29 | 16 | 13 |
Profitability (%) | 74.0741 | 75 | 73.1707 | 64.1975 | 60 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.0689 | 0.2837 | 0.036 | 0.575 | 0.2082 | 1.6356 |
Largest Winning Trade | 33927 | 33927 | 28101 | 15912441 | 1787609 | 15912441 |
Largest Losing Trade | -1409186 | -57619 | -1409186 | -6287240 | -6287240 | -1157411 |
Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Winners | 30 | 31 | 30 | 35 | 29 | 41 |
Avg Bars in Losers | 201 | 234 | 171 | 145 | 161 | 126 |
Bars Traded | 6085 | 3283 | 2802 | 6085 | 3283 | 2802 |
Profit Streak | 61.6697 | 87.003 | 61.6697 | 61.6697 | 87.003 | 61.6697 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592095 | -576102 | -576348 | -268881 | -578046 | 674112 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 184, "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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