Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2223284.7357 | 544784.0024 | -2768068.7381 | 827278744.0659 | -1483641873.853 | 2310920617.9188 |
Total P&L (%) | -2223.2847 | 544.784 | -2768.0687 | 827278.7441 | -1483641.8739 | 2310920.6179 |
Avg Daily Profit (%) | -0.9842 | 0.2412 | -1.2254 | 0.4001 | 0 | 0.4458 |
Buy And Hold Return (%) | 9254.1505 | 9254.1505 | 9254.1505 | 9254.1505 | 9254.1505 | 9254.1505 |
Max Trade Drawdown | -2754201 | -97786 | -2859637 | -1791644506 | -1515432829 | -535595430 |
Profit Factor | 0.329 | 3.8726 | 0.1139 | 1.2498 | 0.3753 | 3.466 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 43 | 19 | 24 | 41 | 22 | 19 |
Losing Trades | 35 | 20 | 15 | 37 | 17 | 20 |
Profitability (%) | 55.1282 | 48.7179 | 61.5385 | 52.5641 | 56.4103 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.2678 | 4.0764 | 0.0712 | 1.1278 | 0.29 | 3.6484 |
Largest Winning Trade | 226170 | 226170 | 50247 | 2757806027 | 473073679 | 2757806027 |
Largest Losing Trade | -2754201 | -48433 | -2754201 | -854559960 | -854559960 | -145916433 |
Avg Bars in Trades | 53 | 51 | 56 | 53 | 51 | 56 |
Avg Bars in Winners | 56 | 54 | 57 | 50 | 48 | 53 |
Avg Bars in Losers | 50 | 48 | 54 | 57 | 54 | 59 |
Bars Traded | 4204 | 1999 | 2205 | 4204 | 1999 | 2205 |
Profit Streak | 117.3281 | 117.3281 | 191.8281 | 117.3281 | 117.3281 | 191.8281 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617932 | -150333 | -578672 | -27961 | -579362 | 607651 |
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 19, "offset": 133 } } }
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# | 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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