Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3086362.6841 | -143994.1803 | -2942368.5039 | 720790.3645 | -21302390.4668 | 22023180.8313 |
Total P&L (%) | -3086.3627 | -143.9942 | -2942.3685 | 720.7904 | -21302.3905 | 22023.1808 |
Avg Daily Profit (%) | -1.7159 | -0.0801 | -1.6359 | 0.1171 | 0 | 0.3006 |
Buy And Hold Return (%) | 244.71 | 244.71 | 244.71 | 244.71 | 244.71 | 244.71 |
Max Trade Drawdown | -3217257 | -203931 | -3035139 | -20286012 | -21520101 | -1110298 |
Profit Factor | 0.0876 | 0.5011 | 0.049 | 1.0287 | 0.068 | 10.7973 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 60 | 29 | 31 | 60 | 28 | 32 |
Losing Trades | 20 | 11 | 9 | 20 | 12 | 8 |
Profitability (%) | 75 | 72.5 | 77.5 | 75 | 70 | 80 |
Ratio Avg Win / Avg Loss | 0.0292 | 0.1901 | 0.0142 | 0.3429 | 0.0291 | 2.6993 |
Largest Winning Trade | 15383 | 15383 | 10673 | 21618903 | 814600 | 21618903 |
Largest Losing Trade | -2210887 | -86637 | -2210887 | -12474872 | -12474872 | -1110298 |
Avg Bars in Trades | 129 | 167 | 90 | 129 | 167 | 90 |
Avg Bars in Winners | 28 | 40 | 16 | 39 | 33 | 45 |
Avg Bars in Losers | 432 | 502 | 346 | 397 | 481 | 272 |
Bars Traded | 10344 | 6705 | 3639 | 10344 | 6705 | 3639 |
Profit Streak | 83.515 | 83.515 | 149.3483 | 83.515 | 83.515 | 149.3483 |
Trades During Streak | 13 | 6 | 10 | 13 | 6 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -599352 | -576332 | -575619 | -248594 | -576656 | 824705 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 245, "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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