Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2258030.173 | 139861.0612 | -2397891.2343 | -26675130.5351 | 58589871.105 | -85265001.6401 |
Total P&L (%) | -2258.0302 | 139.8611 | -2397.8912 | -26675.1305 | 58589.8711 | -85265.0016 |
Avg Daily Profit (%) | -0.9978 | 0.0618 | -1.0596 | 0 | 0.2821 | 0 |
Buy And Hold Return (%) | 12331.8133 | 12331.8133 | 12331.8133 | 12331.8133 | 12331.8133 | 12331.8133 |
Max Trade Drawdown | -2381491 | -69264 | -2439012 | -158118277 | -21045741 | -167806857 |
Profit Factor | 0.202 | 1.8655 | 0.1012 | 0.8836 | 2.2567 | 0.5327 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 53 | 27 | 26 | 50 | 25 | 25 |
Losing Trades | 25 | 12 | 13 | 28 | 14 | 14 |
Profitability (%) | 67.9487 | 69.2308 | 66.6667 | 64.1026 | 64.1026 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.0953 | 0.8291 | 0.0506 | 0.4948 | 1.2638 | 0.2983 |
Largest Winning Trade | 37314 | 37314 | 29674 | 20782898 | 20782898 | 16286048 |
Largest Losing Trade | -1976143 | -50056 | -1976143 | -76572263 | -14170697 | -76572263 |
Avg Bars in Trades | 53 | 57 | 50 | 53 | 57 | 50 |
Avg Bars in Winners | 31 | 36 | 26 | 36 | 45 | 28 |
Avg Bars in Losers | 101 | 106 | 97 | 84 | 80 | 87 |
Bars Traded | 4202 | 2252 | 1950 | 4202 | 2252 | 1950 |
Profit Streak | 133.2178 | 133.2178 | 249.7178 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615567 | -271943 | -577625 | -617449 | 439850 | -578929 |
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 81, "offset": 109 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 81, "offset": 109 } } }
# | 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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