Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6698899.9936 | 296875.3295 | -6995775.3231 | 170951681.8604 | -437109434.8779 | 608061116.7382 |
Total P&L (%) | -6698.9 | 296.8753 | -6995.7753 | 170951.6819 | -437109.4349 | 608061.1167 |
Avg Daily Profit (%) | -2.9659 | 0.1314 | -3.0973 | 0.3301 | 0 | 0.3865 |
Buy And Hold Return (%) | 9270.6157 | 9270.6157 | 9270.6157 | 9270.6157 | 9270.6157 | 9270.6157 |
Max Trade Drawdown | -7070284 | -57257 | -7072575 | -814013050 | -525246453 | -405126385 |
Profit Factor | 0.0997 | 3.6617 | 0.0455 | 1.1605 | 0.3085 | 2.4041 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 43 | 23 | 20 | 25 | 11 | 14 |
Losing Trades | 17 | 7 | 10 | 35 | 19 | 16 |
Profitability (%) | 71.6667 | 76.6667 | 66.6667 | 41.6667 | 36.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0394 | 1.1144 | 0.0227 | 1.6247 | 0.5329 | 2.7476 |
Largest Winning Trade | 58623 | 58623 | 50503 | 496296161 | 101783693 | 496296161 |
Largest Losing Trade | -7055739 | -36743 | -7055739 | -133738418 | -133738418 | -124070321 |
Avg Bars in Trades | 103 | 73 | 132 | 103 | 73 | 132 |
Avg Bars in Winners | 78 | 64 | 95 | 111 | 101 | 118 |
Avg Bars in Losers | 165 | 103 | 208 | 97 | 57 | 145 |
Bars Traded | 6195 | 2207 | 3988 | 6195 | 2207 | 3988 |
Profit Streak | 187.057 | 187.057 | 221.7237 | 187.057 | 187.057 | 466.7237 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750084 | -173248 | -577307 | -209357 | -585037 | 512679 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 228, "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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