Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7779341.44 | 218007.6825 | -7997349.1226 | 11833979.0077 | -49448706.2557 | 61282685.2634 |
Total P&L (%) | -7779.3414 | 218.0077 | -7997.3491 | 11833.979 | -49448.7063 | 61282.6853 |
Avg Daily Profit (%) | -3.4437 | 0.0965 | -3.5402 | 0.2119 | 0 | 0.2846 |
Buy And Hold Return (%) | 9402.8154 | 9402.8154 | 9402.8154 | 9402.8154 | 9402.8154 | 9402.8154 |
Max Trade Drawdown | -7998717 | -45657 | -8089196 | -165650304 | -64464166 | -115107704 |
Profit Factor | 0.0857 | 2.4923 | 0.0437 | 1.0495 | 0.508 | 1.4419 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 21 | 23 | 40 | 20 | 20 |
Losing Trades | 32 | 17 | 15 | 36 | 18 | 18 |
Profitability (%) | 57.8947 | 55.2632 | 60.5263 | 52.6316 | 52.6316 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.0623 | 2.0176 | 0.0285 | 0.9445 | 0.4572 | 1.2977 |
Largest Winning Trade | 52212 | 52212 | 40934 | 114551173 | 12411427 | 114551173 |
Largest Losing Trade | -7988458 | -29389 | -7988458 | -25843390 | -18420222 | -25843390 |
Avg Bars in Trades | 82 | 60 | 105 | 82 | 60 | 105 |
Avg Bars in Winners | 70 | 51 | 88 | 73 | 53 | 93 |
Avg Bars in Losers | 99 | 70 | 131 | 93 | 66 | 119 |
Bars Traded | 6296 | 2280 | 4016 | 6296 | 2280 | 4016 |
Profit Streak | 129.6924 | 129.6924 | 239.3591 | 129.6924 | 129.6924 | 388.3591 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632295 | -223896 | -578022 | -297444 | -579856 | 401124 |
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{ "first_band": { "type": "hma", "factors": { "length": 68, "offset": 36 } }, "second_band": { "type": "dcl", "factors": { "length": 29, "offset": 161 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 68, "offset": 36 } }, "second_band": { "type": "dcl", "factors": { "length": 29, "offset": 161 } } }
# | 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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