Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6056015.3457 | 268708.9861 | -6324724.3318 | 45315406.712 | -142846334.9642 | 188161741.6762 |
Total P&L (%) | -6056.0153 | 268.709 | -6324.7243 | 45315.4067 | -142846.335 | 188161.7417 |
Avg Daily Profit (%) | -2.6755 | 0.1187 | -2.7942 | 0.2707 | 0 | 0.3337 |
Buy And Hold Return (%) | 10671.0387 | 10671.0387 | 10671.0387 | 10671.0387 | 10671.0387 | 10671.0387 |
Max Trade Drawdown | -6348649 | -44960 | -6400554 | -261163128 | -174688061 | -113711935 |
Profit Factor | 0.1094 | 2.9365 | 0.0505 | 1.1284 | 0.3056 | 2.2773 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 26 | 15 | 37 | 17 | 20 |
Losing Trades | 33 | 11 | 22 | 37 | 20 | 17 |
Profitability (%) | 55.4054 | 70.2703 | 40.5405 | 50 | 45.9459 | 54.0541 |
Ratio Avg Win / Avg Loss | 0.0881 | 1.2424 | 0.0741 | 1.1284 | 0.3595 | 1.9357 |
Largest Winning Trade | 50516 | 46611 | 50516 | 182131673 | 17726559 | 182131673 |
Largest Losing Trade | -6328023 | -26924 | -6328023 | -53264926 | -53264926 | -45526771 |
Avg Bars in Trades | 53 | 36 | 71 | 53 | 36 | 71 |
Avg Bars in Winners | 39 | 32 | 51 | 55 | 46 | 62 |
Avg Bars in Losers | 71 | 45 | 84 | 52 | 27 | 81 |
Bars Traded | 3979 | 1348 | 2631 | 3979 | 1348 | 2631 |
Profit Streak | 185.5447 | 207.0447 | 0 | 185.5447 | 207.0447 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -647990 | -191809 | -584451 | -140872 | -580989 | 505683 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 226, "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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