Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1907169.5928 | 312404.2076 | -2219573.8005 | -187586543.0615 | 109600836.1282 | -297187379.1896 |
Total P&L (%) | -1907.1696 | 312.4042 | -2219.5738 | -187586.5431 | 109600.8361 | -297187.3792 |
Avg Daily Profit (%) | -0.8365 | 0.137 | -0.9735 | 0 | 0.3075 | 0 |
Buy And Hold Return (%) | 9895.71 | 9895.71 | 9895.71 | 9895.71 | 9895.71 | 9895.71 |
Max Trade Drawdown | -2266417 | -51663 | -2306047 | -491438383 | -99301243 | -481345920 |
Profit Factor | 0.3156 | 2.8949 | 0.1534 | 0.7447 | 1.6192 | 0.4671 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 56 | 26 | 30 | 53 | 25 | 28 |
Losing Trades | 28 | 16 | 12 | 31 | 17 | 14 |
Profitability (%) | 66.6667 | 61.9048 | 71.4286 | 63.0952 | 59.5238 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1578 | 1.7815 | 0.0614 | 0.4356 | 1.101 | 0.2336 |
Largest Winning Trade | 51901 | 51901 | 50516 | 38039994 | 34424196 | 38039994 |
Largest Losing Trade | -1894328 | -32959 | -1894328 | -227277740 | -43784129 | -227277740 |
Avg Bars in Trades | 51 | 43 | 59 | 51 | 43 | 59 |
Avg Bars in Winners | 39 | 35 | 42 | 42 | 40 | 44 |
Avg Bars in Losers | 75 | 56 | 100 | 65 | 47 | 88 |
Bars Traded | 4298 | 1818 | 2480 | 4298 | 1818 | 2480 |
Profit Streak | 159.8095 | 159.8095 | 227.8095 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576674 | -167425 | -576600 | -578578 | 438789 | -578574 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 189, "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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