Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6675318.6017 | 122981.1534 | -6798299.7551 | 53813954.029 | -24327925.3517 | 78141879.3807 |
Total P&L (%) | -6675.3186 | 122.9812 | -6798.2998 | 53813.954 | -24327.9254 | 78141.8794 |
Avg Daily Profit (%) | -2.9504 | 0.0544 | -3.0048 | 0.2784 | 0 | 0.2949 |
Buy And Hold Return (%) | 9786.2472 | 9786.2472 | 9786.2472 | 9786.2472 | 9786.2472 | 9786.2472 |
Max Trade Drawdown | -6767307 | -51178 | -6872025 | -83209118 | -39298687 | -63838856 |
Profit Factor | 0.0704 | 2.0573 | 0.0377 | 1.3602 | 0.6627 | 2.0111 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 22 | 22 | 28 | 15 | 13 |
Losing Trades | 22 | 11 | 11 | 38 | 18 | 20 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 42.4242 | 45.4545 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0352 | 1.0287 | 0.0188 | 1.8459 | 0.7953 | 3.0939 |
Largest Winning Trade | 35709 | 35709 | 35191 | 76694013 | 11054955 | 76694013 |
Largest Losing Trade | -6731080 | -25691 | -6731080 | -12680236 | -10918835 | -12680236 |
Avg Bars in Trades | 126 | 124 | 129 | 126 | 124 | 129 |
Avg Bars in Winners | 84 | 95 | 73 | 143 | 138 | 148 |
Avg Bars in Losers | 212 | 182 | 242 | 114 | 112 | 117 |
Bars Traded | 8376 | 4102 | 4274 | 8376 | 4102 | 4274 |
Profit Streak | 127.7364 | 127.7364 | 251.9864 | 127.7364 | 127.7364 | 459.4864 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705732 | -280214 | -577289 | -121069 | -581611 | 356203 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 115, "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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