Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1673412.1155 | -185718.838 | -1487693.2774 | -99978.7173 | 1999361.1623 | -2099339.8796 |
Total P&L (%) | -1673.4121 | -185.7188 | -1487.6933 | -99.9787 | 1999.3612 | -2099.3399 |
Avg Daily Profit (%) | -0.9207 | -0.1022 | -0.8185 | -0.4641 | 0.1676 | 0 |
Buy And Hold Return (%) | 676.5423 | 676.5423 | 676.5423 | 676.5423 | 676.5423 | 676.5423 |
Max Trade Drawdown | -1780872 | -298301 | -1549746 | -6017906 | -2129620 | -4260939 |
Profit Factor | 0.3833 | 0.7412 | 0.2546 | 0.9942 | 1.3472 | 0.8158 |
Total Trades | 814 | 407 | 407 | 814 | 407 | 407 |
Winning Trades | 616 | 311 | 305 | 552 | 275 | 277 |
Losing Trades | 198 | 96 | 102 | 262 | 132 | 130 |
Profitability (%) | 75.6757 | 76.4128 | 74.9386 | 67.8133 | 67.5676 | 68.059 |
Ratio Avg Win / Avg Loss | 0.1232 | 0.2288 | 0.0852 | 0.4719 | 0.6467 | 0.3829 |
Largest Winning Trade | 12745 | 12745 | 10112 | 5933529 | 3789486 | 5933529 |
Largest Losing Trade | -949144 | -65285 | -949144 | -3250523 | -436959 | -3250523 |
Avg Bars in Trades | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Winners | 7 | 7 | 7 | 10 | 11 | 10 |
Avg Bars in Losers | 85 | 99 | 72 | 59 | 65 | 52 |
Bars Traded | 21518 | 11820 | 9698 | 21518 | 11820 | 9698 |
Profit Streak | 6.8824 | 12.8824 | 6.8824 | 6.8824 | 12.8824 | 6.8824 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -570932 | -573837 | -575010 | -571951 | 327972 | -575901 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.84525, "nb": 0.68856, "nc": 0.1 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } } }
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# | 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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