Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1174818.3243 | 3761.5105 | -1178579.8348 | -899835.7197 | -9389987.0637 | 8490151.344 |
Total P&L (%) | -1174.8183 | 3.7615 | -1178.5798 | -899.8357 | -9389.9871 | 8490.1513 |
Avg Daily Profit (%) | -0.6429 | 0.0021 | -0.6449 | 0 | 0 | 0.244 |
Buy And Hold Return (%) | 863.5147 | 863.5147 | 863.5147 | 863.5147 | 863.5147 | 863.5147 |
Max Trade Drawdown | -1259900 | -204857 | -1220776 | -23279748 | -17470576 | -6724873 |
Profit Factor | 0.4015 | 1.0099 | 0.2555 | 0.9781 | 0.6027 | 1.4874 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 132 | 64 | 68 | 91 | 41 | 50 |
Losing Trades | 54 | 29 | 25 | 95 | 52 | 43 |
Profitability (%) | 70.9677 | 68.8172 | 73.1183 | 48.9247 | 44.086 | 53.7634 |
Ratio Avg Win / Avg Loss | 0.1643 | 0.4576 | 0.0939 | 1.0211 | 0.7644 | 1.2791 |
Largest Winning Trade | 40684 | 35955 | 40684 | 11064278 | 3162783 | 11064278 |
Largest Losing Trade | -648407 | -74398 | -648407 | -15011666 | -15011666 | -4037500 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 6 | 5 | 7 | 19 | 20 | 18 |
Avg Bars in Losers | 48 | 50 | 46 | 18 | 19 | 17 |
Bars Traded | 3500 | 1848 | 1651 | 3500 | 1848 | 1651 |
Profit Streak | 0 | 0 | 0 | 24.283 | 27.783 | 24.283 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576808 | -564456 | -577531 | -576812 | -582094 | 383273 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.62718, "nb": 0.50241, "nc": 0.68318 } }, "second_band": { "type": "pwma", "factors": { "length": 100, "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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