Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8817358.0908 | 164969.0563 | -8982327.1471 | 93911409.6458 | -46449919.1755 | 140361328.8213 |
Total P&L (%) | -8817.3581 | 164.9691 | -8982.3271 | 93911.4096 | -46449.9192 | 140361.3288 |
Avg Daily Profit (%) | -3.9078 | 0.0731 | -3.9809 | 0.3039 | 0 | 0.3217 |
Buy And Hold Return (%) | 10101.5263 | 10101.5263 | 10101.5263 | 10101.5263 | 10101.5263 | 10101.5263 |
Max Trade Drawdown | -8998786 | -49252 | -9040643 | -114253783 | -87478726 | -85341211 |
Profit Factor | 0.0698 | 1.9099 | 0.0339 | 1.3623 | 0.6618 | 2.1514 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 95 | 47 | 48 | 47 | 27 | 20 |
Losing Trades | 19 | 10 | 9 | 67 | 30 | 37 |
Profitability (%) | 83.3333 | 82.4561 | 84.2105 | 41.2281 | 47.3684 | 35.0877 |
Ratio Avg Win / Avg Loss | 0.014 | 0.4064 | 0.0064 | 1.942 | 0.7353 | 3.9801 |
Largest Winning Trade | 31167 | 31167 | 19661 | 162264981 | 23085896 | 162264981 |
Largest Losing Trade | -8998786 | -47795 | -8998786 | -20876595 | -20876595 | -15335502 |
Avg Bars in Trades | 56 | 72 | 41 | 56 | 72 | 41 |
Avg Bars in Winners | 25 | 35 | 16 | 75 | 94 | 51 |
Avg Bars in Losers | 210 | 245 | 172 | 42 | 52 | 35 |
Bars Traded | 6450 | 4108 | 2342 | 6450 | 4108 | 2342 |
Profit Streak | 37.6273 | 120.6273 | 37.6273 | 37.6273 | 120.6273 | 37.6273 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574448 | -434721 | -755546 | 321437 | -760400 | -171972 |
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{ "first_band": { "type": "fwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 249, "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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