Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2290672.01 | 132024.521 | -2422696.531 | -18255760.7364 | 39169947.9653 | -57425708.7017 |
Total P&L (%) | -2290.672 | 132.0245 | -2422.6965 | -18255.7607 | 39169.948 | -57425.7087 |
Avg Daily Profit (%) | -1.008 | 0.0581 | -1.0661 | 0 | 0.2632 | 0 |
Buy And Hold Return (%) | 9475.0607 | 9475.0607 | 9475.0607 | 9475.0607 | 9475.0607 | 9475.0607 |
Max Trade Drawdown | -2386751 | -56134 | -2456331 | -111729173 | -9778360 | -107508890 |
Profit Factor | 0.1886 | 1.9032 | 0.0949 | 0.8755 | 2.513 | 0.5245 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 56 | 29 | 27 | 53 | 27 | 26 |
Losing Trades | 16 | 7 | 9 | 19 | 9 | 10 |
Profitability (%) | 77.7778 | 80.5556 | 75 | 73.6111 | 75 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.0539 | 0.4594 | 0.0316 | 0.3139 | 0.8377 | 0.2017 |
Largest Winning Trade | 44742 | 44742 | 29719 | 13995329 | 13995329 | 10836196 |
Largest Losing Trade | -2003410 | -53910 | -2003410 | -57295641 | -6455708 | -57295641 |
Avg Bars in Trades | 58 | 62 | 53 | 58 | 62 | 53 |
Avg Bars in Winners | 28 | 31 | 25 | 33 | 39 | 28 |
Avg Bars in Losers | 160 | 190 | 138 | 126 | 133 | 118 |
Bars Traded | 4187 | 2258 | 1929 | 4187 | 2258 | 1929 |
Profit Streak | 138.6411 | 138.6411 | 258.6411 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659716 | -275774 | -576568 | -661217 | 422128 | -577899 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 220, "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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