Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1708483.0348 | 272333.9601 | -1980816.9949 | -36853226.8292 | 33791823.0559 | -70645049.8851 |
Total P&L (%) | -1708.483 | 272.334 | -1980.817 | -36853.2268 | 33791.8231 | -70645.0499 |
Avg Daily Profit (%) | -0.753 | 0.12 | -0.873 | 0 | 0.2571 | 0 |
Buy And Hold Return (%) | 9671.1216 | 9671.1216 | 9671.1216 | 9671.1216 | 9671.1216 | 9671.1216 |
Max Trade Drawdown | -1962835 | -83356 | -2053854 | -137733114 | -25506516 | -125828310 |
Profit Factor | 0.309 | 2.3885 | 0.1298 | 0.8163 | 1.5601 | 0.4966 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 24 | 21 | 42 | 21 | 21 |
Losing Trades | 39 | 18 | 21 | 42 | 21 | 21 |
Profitability (%) | 53.5714 | 57.1429 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.2678 | 1.7914 | 0.1298 | 0.8163 | 1.5601 | 0.4966 |
Largest Winning Trade | 97188 | 97188 | 40311 | 30280668 | 30280668 | 15109709 |
Largest Losing Trade | -1696780 | -50848 | -1696780 | -83551656 | -14856739 | -83551656 |
Avg Bars in Trades | 51 | 51 | 50 | 51 | 51 | 50 |
Avg Bars in Winners | 50 | 51 | 49 | 61 | 66 | 57 |
Avg Bars in Losers | 51 | 52 | 51 | 40 | 37 | 44 |
Bars Traded | 4296 | 2167 | 2129 | 4296 | 2167 | 2129 |
Profit Streak | 0 | 0 | 0 | 55.577 | 55.577 | 78.077 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580090 | -193032 | -580734 | -579571 | 332756 | -580176 |
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{ "first_band": { "type": "hma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 114 } } }
# | 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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