Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -888459.7042 | 110074.1519 | -998533.8561 | -4261733.1494 | -10149489.7229 | 5887756.5736 |
Total P&L (%) | -888.4597 | 110.0742 | -998.5339 | -4261.7331 | -10149.4897 | 5887.7566 |
Avg Daily Profit (%) | -0.4881 | 0.0605 | -0.5486 | 0 | 0 | 0.2251 |
Buy And Hold Return (%) | 598.005 | 598.005 | 598.005 | 598.005 | 598.005 | 598.005 |
Max Trade Drawdown | -1078032 | -143974 | -1097346 | -22330947 | -15613342 | -8049254 |
Profit Factor | 0.4434 | 1.4183 | 0.251 | 0.8966 | 0.5363 | 1.3046 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 20 | 21 | 32 | 15 | 17 |
Losing Trades | 27 | 14 | 13 | 36 | 19 | 17 |
Profitability (%) | 60.2941 | 58.8235 | 61.7647 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 0.292 | 0.9928 | 0.1554 | 1.0087 | 0.6793 | 1.3046 |
Largest Winning Trade | 57893 | 57893 | 56222 | 15496641 | 2681356 | 15496641 |
Largest Losing Trade | -606409 | -75832 | -606409 | -12250632 | -12250632 | -5134822 |
Avg Bars in Trades | 310 | 323 | 298 | 310 | 323 | 298 |
Avg Bars in Winners | 203 | 227 | 181 | 292 | 320 | 267 |
Avg Bars in Losers | 473 | 461 | 487 | 327 | 326 | 329 |
Bars Traded | 21146 | 11002 | 10144 | 21146 | 11002 | 10144 |
Profit Streak | 0 | 0 | 0 | 68.0029 | 68.0029 | 106.4195 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692943 | -277684 | -579270 | -693063 | -582524 | 320705 |
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{ "first_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 177, "offset": 191 } } }
# | 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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