Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7414914.6911 | 221272.8906 | -7636187.5817 | 64533162.5752 | -393542134.9854 | 458075297.5606 |
Total P&L (%) | -7414.9147 | 221.2729 | -7636.1876 | 64533.1626 | -393542.135 | 458075.2976 |
Avg Daily Profit (%) | -3.2831 | 0.098 | -3.3811 | 0.2869 | 0 | 0.3739 |
Buy And Hold Return (%) | 11211.7836 | 11211.7836 | 11211.7836 | 11211.7836 | 11211.7836 | 11211.7836 |
Max Trade Drawdown | -7632445 | -51133 | -7688405 | -716759273 | -416745216 | -379528813 |
Profit Factor | 0.0818 | 2.8287 | 0.04 | 1.0715 | 0.207 | 2.1274 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 21 | 21 | 34 | 16 | 18 |
Losing Trades | 30 | 15 | 15 | 38 | 20 | 18 |
Profitability (%) | 58.3333 | 58.3333 | 58.3333 | 47.2222 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 0.0584 | 2.0205 | 0.0286 | 1.1976 | 0.2587 | 2.1274 |
Largest Winning Trade | 63840 | 63840 | 42079 | 558965083 | 34187051 | 558965083 |
Largest Losing Trade | -7628344 | -30532 | -7628344 | -116610394 | -99624952 | -116610394 |
Avg Bars in Trades | 55 | 41 | 70 | 55 | 41 | 70 |
Avg Bars in Winners | 39 | 30 | 48 | 52 | 47 | 56 |
Avg Bars in Losers | 78 | 56 | 101 | 58 | 36 | 84 |
Bars Traded | 4029 | 1489 | 2540 | 4029 | 1489 | 2540 |
Profit Streak | 0 | 0 | 230.5601 | 0 | 0 | 230.5601 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -663197 | -221475 | -579109 | -218784 | -582940 | 509729 |
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{ "first_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 172, "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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