Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8039135.1154 | 234572.253 | -8273707.3684 | 81968328.6166 | -247714638.1436 | 329682966.7601 |
Total P&L (%) | -8039.1351 | 234.5723 | -8273.7074 | 81968.3286 | -247714.6381 | 329682.9668 |
Avg Daily Profit (%) | -3.543 | 0.1034 | -3.6464 | 0.2962 | 0 | 0.3577 |
Buy And Hold Return (%) | 11319.7159 | 11319.7159 | 11319.7159 | 11319.7159 | 11319.7159 | 11319.7159 |
Max Trade Drawdown | -8237478 | -66305 | -8358236 | -501979049 | -272739480 | -276737492 |
Profit Factor | 0.087 | 2.5358 | 0.0438 | 1.1093 | 0.2971 | 1.8288 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 28 | 26 | 46 | 24 | 22 |
Losing Trades | 30 | 14 | 16 | 38 | 18 | 20 |
Profitability (%) | 64.2857 | 66.6667 | 61.9048 | 54.7619 | 57.1429 | 52.381 |
Ratio Avg Win / Avg Loss | 0.0483 | 1.2679 | 0.0269 | 0.9163 | 0.2228 | 1.6625 |
Largest Winning Trade | 81065 | 81065 | 50516 | 310914690 | 23524369 | 310914690 |
Largest Losing Trade | -8216052 | -27166 | -8216052 | -87996942 | -87996942 | -78148964 |
Avg Bars in Trades | 48 | 33 | 64 | 48 | 33 | 64 |
Avg Bars in Winners | 37 | 32 | 43 | 43 | 33 | 55 |
Avg Bars in Losers | 69 | 37 | 98 | 55 | 34 | 74 |
Bars Traded | 4115 | 1421 | 2693 | 4115 | 1421 | 2693 |
Profit Streak | 217.1581 | 217.1581 | 240.6581 | 217.1581 | 217.1581 | 240.6581 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576991 | -213458 | -577837 | -90873 | -578450 | 524203 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 179, "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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