Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7326839.4101 | 277987.8912 | -7604827.3013 | 89349965.5814 | -248308719.181 | 337658684.7624 |
Total P&L (%) | -7326.8394 | 277.9879 | -7604.8273 | 89349.9656 | -248308.7192 | 337658.6848 |
Avg Daily Profit (%) | -3.2391 | 0.1229 | -3.362 | 0.3009 | 0 | 0.3598 |
Buy And Hold Return (%) | 12244.5618 | 12244.5618 | 12244.5618 | 12244.5618 | 12244.5618 | 12244.5618 |
Max Trade Drawdown | -7662508 | -42594 | -7692345 | -518646735 | -302230236 | -272204300 |
Profit Factor | 0.097 | 3.0098 | 0.0465 | 1.1249 | 0.3338 | 1.9855 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 28 | 27 | 39 | 23 | 16 |
Losing Trades | 31 | 15 | 16 | 47 | 20 | 27 |
Profitability (%) | 63.9535 | 65.1163 | 62.7907 | 45.3488 | 53.4884 | 37.2093 |
Ratio Avg Win / Avg Loss | 0.0547 | 1.6124 | 0.0276 | 1.3557 | 0.2902 | 3.3505 |
Largest Winning Trade | 73128 | 73128 | 50516 | 321454149 | 34926865 | 321454149 |
Largest Losing Trade | -7644220 | -26811 | -7644220 | -86026244 | -56752101 | -86026244 |
Avg Bars in Trades | 48 | 28 | 68 | 48 | 28 | 68 |
Avg Bars in Winners | 37 | 27 | 46 | 50 | 27 | 83 |
Avg Bars in Losers | 67 | 28 | 104 | 46 | 28 | 59 |
Bars Traded | 4143 | 1206 | 2937 | 4143 | 1206 | 2937 |
Profit Streak | 185.2021 | 202.2021 | 185.2021 | 185.2021 | 202.2021 | 185.2021 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577104 | -185326 | -578482 | -74450 | -578636 | 318227 |
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{ "first_band": { "type": "midprice", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 191, "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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