Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1057908.1659 | -9461.7952 | -1048446.3707 | 178763.8746 | -8446959.9308 | 8625723.8054 |
Total P&L (%) | -1057.9082 | -9.4618 | -1048.4464 | 178.7639 | -8446.9599 | 8625.7238 |
Avg Daily Profit (%) | -0.5591 | -0.005 | -0.5541 | 0.0542 | 0 | 0.2365 |
Buy And Hold Return (%) | 293.8395 | 293.8395 | 293.8395 | 293.8395 | 293.8395 | 293.8395 |
Max Trade Drawdown | -1290001 | -192993 | -1129911 | -15116986 | -14094510 | -4310851 |
Profit Factor | 0.3573 | 0.9706 | 0.2081 | 1.007 | 0.5028 | 1.9973 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 64 | 29 | 35 | 64 | 28 | 36 |
Losing Trades | 23 | 14 | 9 | 23 | 15 | 8 |
Profitability (%) | 73.5632 | 67.4419 | 79.5455 | 73.5632 | 65.1163 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.1284 | 0.4686 | 0.0535 | 0.3619 | 0.2694 | 0.4439 |
Largest Winning Trade | 29707 | 29707 | 17463 | 7493447 | 1898629 | 7493447 |
Largest Losing Trade | -820218 | -59708 | -820218 | -9122418 | -9122418 | -4094923 |
Avg Bars in Trades | 42 | 54 | 30 | 42 | 54 | 30 |
Avg Bars in Winners | 19 | 23 | 17 | 21 | 24 | 19 |
Avg Bars in Losers | 103 | 117 | 82 | 99 | 110 | 79 |
Bars Traded | 3670 | 2329 | 1341 | 3670 | 2329 | 1341 |
Profit Streak | 179.7555 | 179.7555 | 295.7555 | 179.7555 | 179.7555 | 295.7555 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575692 | -577082 | -575499 | -495755 | -577383 | 535720 |
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{ "first_band": { "type": "fwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 106, "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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