Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -788904.2888 | 134931.1532 | -923835.442 | -1723074.5795 | -10042281.249 | 8319206.6695 |
Total P&L (%) | -788.9043 | 134.9312 | -923.8354 | -1723.0746 | -10042.2812 | 8319.2067 |
Avg Daily Profit (%) | -0.4347 | 0.0744 | -0.5091 | 0 | 0 | 0.2446 |
Buy And Hold Return (%) | 589.73 | 589.73 | 589.73 | 589.73 | 589.73 | 589.73 |
Max Trade Drawdown | -921832 | -144334 | -985440 | -19479316 | -15080989 | -4808824 |
Profit Factor | 0.485 | 1.468 | 0.2572 | 0.9512 | 0.5236 | 1.5834 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 20 | 20 | 27 | 14 | 13 |
Losing Trades | 23 | 12 | 11 | 36 | 18 | 18 |
Profitability (%) | 63.4921 | 62.5 | 64.5161 | 42.8571 | 43.75 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.2789 | 0.8808 | 0.1415 | 1.2683 | 0.6732 | 2.1925 |
Largest Winning Trade | 93481 | 93481 | 44937 | 14747146 | 2536325 | 14747146 |
Largest Losing Trade | -562777 | -77979 | -562777 | -13632892 | -13632892 | -3831168 |
Avg Bars in Trades | 167 | 170 | 163 | 167 | 170 | 163 |
Avg Bars in Winners | 95 | 95 | 95 | 170 | 170 | 170 |
Avg Bars in Losers | 291 | 295 | 287 | 164 | 170 | 158 |
Bars Traded | 10523 | 5458 | 5065 | 10523 | 5458 | 5065 |
Profit Streak | 29.5045 | 62.6712 | 0 | 0 | 0 | 102.6712 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729488 | -257851 | -578936 | -733166 | -583240 | 314298 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 209, "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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