Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7702782.8365 | 173085.5247 | -7875868.3612 | 117014185.3562 | -74761902.2309 | 191776087.5871 |
Total P&L (%) | -7702.7828 | 173.0855 | -7875.8684 | 117014.1854 | -74761.9022 | 191776.0876 |
Avg Daily Profit (%) | -3.4068 | 0.0766 | -3.4834 | 0.313 | 0 | 0.3349 |
Buy And Hold Return (%) | 11038.9338 | 11038.9338 | 11038.9338 | 11038.9338 | 11038.9338 | 11038.9338 |
Max Trade Drawdown | -7889831 | -51489 | -7957924 | -160337203 | -116371686 | -101324589 |
Profit Factor | 0.0709 | 2.1467 | 0.0324 | 1.3693 | 0.6023 | 2.4887 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 54 | 28 | 26 | 28 | 14 | 14 |
Losing Trades | 14 | 6 | 8 | 40 | 20 | 20 |
Profitability (%) | 79.4118 | 82.3529 | 76.4706 | 41.1765 | 41.1765 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.0184 | 0.46 | 0.01 | 1.9562 | 0.8605 | 3.5553 |
Largest Winning Trade | 44657 | 44657 | 27848 | 213730551 | 34368177 | 213730551 |
Largest Losing Trade | -7889704 | -40494 | -7889704 | -33067296 | -33067296 | -19981453 |
Avg Bars in Trades | 61 | 66 | 56 | 61 | 66 | 56 |
Avg Bars in Winners | 34 | 41 | 27 | 84 | 96 | 72 |
Avg Bars in Losers | 165 | 183 | 151 | 45 | 45 | 46 |
Bars Traded | 4188 | 2257 | 1931 | 4188 | 2257 | 1931 |
Profit Streak | 125.2174 | 125.2174 | 227.2174 | 125.2174 | 125.2174 | 338.7174 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -689079 | -250148 | -576390 | -105201 | -583267 | 425861 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 193, "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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