Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1499743.7082 | 555.1828 | -1500298.891 | 304743.8938 | -10910808.4083 | 11215552.3021 |
Total P&L (%) | -1499.7437 | 0.5552 | -1500.2989 | 304.7439 | -10910.8084 | 11215.5523 |
Avg Daily Profit (%) | -0.6617 | 0.0002 | -0.6619 | 0.0617 | 0 | 0.2089 |
Buy And Hold Return (%) | 531.6985 | 531.6985 | 531.6985 | 531.6985 | 531.6985 | 531.6985 |
Max Trade Drawdown | -1519883 | -199434 | -1499409 | -22148685 | -20098070 | -3599162 |
Profit Factor | 0.2784 | 1.0016 | 0.137 | 1.0106 | 0.554 | 3.6433 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 59 | 27 | 32 | 51 | 23 | 28 |
Losing Trades | 20 | 12 | 8 | 28 | 16 | 12 |
Profitability (%) | 74.6835 | 69.2308 | 80 | 64.557 | 58.9744 | 70 |
Ratio Avg Win / Avg Loss | 0.0944 | 0.4452 | 0.0343 | 0.5548 | 0.3854 | 1.5614 |
Largest Winning Trade | 64998 | 64998 | 25357 | 5821285 | 4060618 | 5821285 |
Largest Losing Trade | -1015249 | -56198 | -1015249 | -9922061 | -9922061 | -1859027 |
Avg Bars in Trades | 51 | 65 | 37 | 51 | 65 | 37 |
Avg Bars in Winners | 20 | 23 | 17 | 22 | 21 | 24 |
Avg Bars in Losers | 143 | 159 | 119 | 103 | 129 | 68 |
Bars Traded | 4053 | 2554 | 1499 | 4053 | 2554 | 1499 |
Profit Streak | 130.9311 | 130.9311 | 291.4311 | 130.9311 | 130.9311 | 291.4311 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607028 | -574756 | -575405 | -514391 | -578209 | 683620 |
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{ "first_band": { "type": "fwma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 130, "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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