Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9073135.9786 | 293246.3883 | -9366382.3669 | 861569842.256 | -109575322.8487 | 971145165.1047 |
Total P&L (%) | -9073.136 | 293.2464 | -9366.3824 | 861569.8423 | -109575.3228 | 971145.1651 |
Avg Daily Profit (%) | -4.0098 | 0.1296 | -4.1394 | 0.4013 | 0 | 0.4066 |
Buy And Hold Return (%) | 12509.9322 | 12509.9322 | 12509.9322 | 12509.9322 | 12509.9322 | 12509.9322 |
Max Trade Drawdown | -9396637 | -65006 | -9489846 | -547702999 | -437882575 | -282990488 |
Profit Factor | 0.0776 | 2.9243 | 0.0328 | 1.8388 | 0.8484 | 4.1893 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 15 | 20 | 35 | 18 | 17 |
Losing Trades | 25 | 15 | 10 | 25 | 12 | 13 |
Profitability (%) | 58.3333 | 50 | 66.6667 | 58.3333 | 60 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.0554 | 2.9243 | 0.0164 | 1.3134 | 0.5656 | 3.2036 |
Largest Winning Trade | 90854 | 90854 | 40926 | 917481614 | 272929816 | 917481614 |
Largest Losing Trade | -9396637 | -34351 | -9396637 | -233114718 | -233114718 | -55541628 |
Avg Bars in Trades | 141 | 145 | 137 | 141 | 145 | 137 |
Avg Bars in Winners | 121 | 145 | 103 | 135 | 142 | 128 |
Avg Bars in Losers | 168 | 145 | 203 | 149 | 150 | 148 |
Bars Traded | 8476 | 4362 | 4114 | 8476 | 4362 | 4114 |
Profit Streak | 45.5792 | 45.5792 | 234.0792 | 45.5792 | 45.5792 | 740.8292 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752209 | -179695 | -577309 | -159295 | -578972 | 691697 |
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{ "first_band": { "type": "pwma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 153, "offset": 243 } } }
# | 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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