Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8171156.95 | 182358.8929 | -8353515.8428 | 141764856.039 | -38716837.0547 | 180481693.0937 |
Total P&L (%) | -8171.157 | 182.3589 | -8353.5158 | 141764.856 | -38716.8371 | 180481.6931 |
Avg Daily Profit (%) | -3.5953 | 0.0802 | -3.6755 | 0.3198 | 0 | 0.3305 |
Buy And Hold Return (%) | 10045.0468 | 10045.0468 | 10045.0468 | 10045.0468 | 10045.0468 | 10045.0468 |
Max Trade Drawdown | -8362774 | -89192 | -8431044 | -128707751 | -104013860 | -64792491 |
Profit Factor | 0.0691 | 2.0244 | 0.0286 | 1.5841 | 0.7452 | 2.9883 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 47 | 23 | 24 | 27 | 16 | 11 |
Losing Trades | 19 | 10 | 9 | 39 | 17 | 22 |
Profitability (%) | 71.2121 | 69.697 | 72.7273 | 40.9091 | 48.4848 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0279 | 0.8802 | 0.0107 | 2.2882 | 0.7917 | 5.9766 |
Largest Winning Trade | 56251 | 56251 | 32332 | 194915006 | 40176103 | 194915006 |
Largest Losing Trade | -8318993 | -44023 | -8318993 | -40363834 | -40363834 | -17778574 |
Avg Bars in Trades | 127 | 134 | 120 | 127 | 134 | 120 |
Avg Bars in Winners | 72 | 92 | 54 | 160 | 169 | 145 |
Avg Bars in Losers | 262 | 231 | 296 | 104 | 101 | 107 |
Bars Traded | 8410 | 4437 | 3973 | 8410 | 4437 | 3973 |
Profit Streak | 55.4688 | 136.2188 | 0 | 55.4688 | 136.2188 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705966 | -246620 | -577856 | -119757 | -580008 | 300751 |
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{ "first_band": { "type": "swma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 194, "offset": 188 } } }
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# | 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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