Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8338568.5049 | 150009.5473 | -8488578.0522 | 95091522.4223 | -51823211.7317 | 146914734.154 |
Total P&L (%) | -8338.5685 | 150.0095 | -8488.5781 | 95091.5224 | -51823.2117 | 146914.7342 |
Avg Daily Profit (%) | -3.6777 | 0.0662 | -3.7439 | 0.3029 | 0 | 0.3222 |
Buy And Hold Return (%) | 10529.7096 | 10529.7096 | 10529.7096 | 10529.7096 | 10529.7096 | 10529.7096 |
Max Trade Drawdown | -8498996 | -39631 | -8561847 | -99077179 | -81387210 | -72368753 |
Profit Factor | 0.0661 | 2.0694 | 0.0341 | 1.3811 | 0.5774 | 2.158 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 64 | 33 | 31 | 32 | 15 | 17 |
Losing Trades | 16 | 7 | 9 | 48 | 25 | 23 |
Profitability (%) | 80 | 82.5 | 77.5 | 40 | 37.5 | 42.5 |
Ratio Avg Win / Avg Loss | 0.0165 | 0.439 | 0.0099 | 2.0717 | 0.9623 | 2.9197 |
Largest Winning Trade | 29417 | 29417 | 20801 | 180573603 | 16066239 | 180573603 |
Largest Losing Trade | -8497974 | -39631 | -8497974 | -23082698 | -23082698 | -20677934 |
Avg Bars in Trades | 79 | 86 | 72 | 79 | 86 | 72 |
Avg Bars in Winners | 43 | 49 | 36 | 105 | 124 | 88 |
Avg Bars in Losers | 223 | 256 | 198 | 62 | 63 | 61 |
Bars Traded | 6353 | 3441 | 2912 | 6353 | 3441 | 2912 |
Profit Streak | 131.0835 | 131.0835 | 234.4168 | 131.0835 | 131.0835 | 350.4168 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -598938 | -263701 | -575830 | -15607 | -584259 | 419823 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 158, "offset": 0, "a": 0.29292 } } }
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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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