Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1759548.7099 | -119780.4522 | -1639768.2577 | -78299.0122 | -5226734.8455 | 5148435.8333 |
Total P&L (%) | -1759.5487 | -119.7805 | -1639.7683 | -78.299 | -5226.7348 | 5148.4358 |
Avg Daily Profit (%) | -0.933 | -0.0635 | -0.8694 | -0.081 | 0 | 0.2102 |
Buy And Hold Return (%) | 354.9374 | 354.9374 | 354.9374 | 354.9374 | 354.9374 | 354.9374 |
Max Trade Drawdown | -1856383 | -216378 | -1678517 | -6774383 | -6551189 | -2162096 |
Profit Factor | 0.231 | 0.6807 | 0.1428 | 0.9939 | 0.3937 | 2.2438 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 130 | 61 | 69 | 116 | 53 | 63 |
Losing Trades | 38 | 23 | 15 | 52 | 31 | 21 |
Profitability (%) | 77.381 | 72.619 | 82.1429 | 69.0476 | 63.0952 | 75 |
Ratio Avg Win / Avg Loss | 0.0675 | 0.2567 | 0.031 | 0.4455 | 0.2303 | 0.7479 |
Largest Winning Trade | 18278 | 18278 | 13065 | 5822441 | 747354 | 5822441 |
Largest Losing Trade | -1313700 | -61042 | -1313700 | -4136915 | -4136915 | -1783676 |
Avg Bars in Trades | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Winners | 10 | 11 | 10 | 15 | 16 | 14 |
Avg Bars in Losers | 106 | 109 | 101 | 70 | 76 | 62 |
Bars Traded | 5454 | 3229 | 2225 | 5454 | 3229 | 2225 |
Profit Streak | 49.0745 | 88.0745 | 49.0745 | 49.0745 | 88.0745 | 49.0745 |
Trades During Streak | 9 | 9 | 4 | 9 | 9 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574694 | -576279 | -574969 | -575774 | -577513 | 524536 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 191, "offset": 0 } } }
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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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