Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8808124.1842 | 205243.3241 | -9013367.5083 | 55997101.7415 | -101007843.0898 | 157004944.8314 |
Total P&L (%) | -8808.1242 | 205.2433 | -9013.3675 | 55997.1017 | -101007.8431 | 157004.9448 |
Avg Daily Profit (%) | -3.8879 | 0.0906 | -3.9785 | 0.2798 | 0 | 0.3254 |
Buy And Hold Return (%) | 11316.3968 | 11316.3968 | 11316.3968 | 11316.3968 | 11316.3968 | 11316.3968 |
Max Trade Drawdown | -8999169 | -65398 | -9100270 | -195019518 | -125035477 | -106805392 |
Profit Factor | 0.0798 | 2.1298 | 0.0401 | 1.1589 | 0.4196 | 1.8797 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 24 | 18 | 40 | 19 | 21 |
Losing Trades | 34 | 14 | 20 | 36 | 19 | 17 |
Profitability (%) | 55.2632 | 63.1579 | 47.3684 | 52.6316 | 50 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.0646 | 1.2424 | 0.0446 | 1.043 | 0.4196 | 1.5216 |
Largest Winning Trade | 81077 | 81077 | 50516 | 125201125 | 11188237 | 125201125 |
Largest Losing Trade | -8930533 | -27543 | -8930533 | -36081229 | -26085946 | -36081229 |
Avg Bars in Trades | 54 | 33 | 75 | 54 | 33 | 75 |
Avg Bars in Winners | 45 | 33 | 60 | 49 | 35 | 61 |
Avg Bars in Losers | 66 | 32 | 89 | 60 | 30 | 94 |
Bars Traded | 4150 | 1264 | 2886 | 4150 | 1264 | 2886 |
Profit Streak | 208.3645 | 208.3645 | 235.3645 | 208.3645 | 208.3645 | 235.3645 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632210 | -232156 | -580815 | -90499 | -579789 | 516432 |
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{ "first_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 174, "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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