Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1191985.881 | -24221.5781 | -1167764.3029 | -438679.5488 | -3117089.856 | 2678410.3072 |
Total P&L (%) | -1191.9859 | -24.2216 | -1167.7643 | -438.6795 | -3117.0899 | 2678.4103 |
Avg Daily Profit (%) | -0.6559 | -0.0133 | -0.6426 | 0 | 0 | 0.1831 |
Buy And Hold Return (%) | 617.239 | 617.239 | 617.239 | 617.239 | 617.239 | 617.239 |
Max Trade Drawdown | -1240980 | -165103 | -1195237 | -10282903 | -7749313 | -2576292 |
Profit Factor | 0.3159 | 0.9184 | 0.1921 | 0.9721 | 0.6584 | 1.406 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 45 | 25 | 20 | 40 | 20 | 20 |
Losing Trades | 28 | 12 | 16 | 33 | 17 | 16 |
Profitability (%) | 61.6438 | 67.5676 | 55.5556 | 54.7945 | 54.0541 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.1965 | 0.4408 | 0.1537 | 0.802 | 0.5596 | 1.1248 |
Largest Winning Trade | 37350 | 37350 | 28157 | 3886012 | 1555923 | 3886012 |
Largest Losing Trade | -627745 | -75449 | -627745 | -7113854 | -7113854 | -1448394 |
Avg Bars in Trades | 71 | 77 | 66 | 71 | 77 | 66 |
Avg Bars in Winners | 37 | 43 | 30 | 64 | 67 | 61 |
Avg Bars in Losers | 126 | 147 | 110 | 80 | 88 | 72 |
Bars Traded | 5230 | 2849 | 2381 | 5230 | 2849 | 2381 |
Profit Streak | 37.3567 | 170.0233 | 0 | 0 | 0 | 163.3567 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654723 | -577140 | -580059 | -656156 | -580247 | 301991 |
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{ "first_band": { "type": "midprice", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 109, "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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