Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1216116.8208 | -43902.0121 | -1172214.8087 | -36195.1248 | 2228169.0127 | -2264364.1375 |
Total P&L (%) | -1216.1168 | -43.902 | -1172.2148 | -36.1951 | 2228.169 | -2264.3641 |
Avg Daily Profit (%) | -0.6515 | -0.0235 | -0.628 | -0.0241 | 0.1688 | 0 |
Buy And Hold Return (%) | 373.5849 | 373.5849 | 373.5849 | 373.5849 | 373.5849 | 373.5849 |
Max Trade Drawdown | -1416433 | -224172 | -1299023 | -4143601 | -914091 | -4403646 |
Profit Factor | 0.4463 | 0.9202 | 0.288 | 0.9964 | 1.838 | 0.6911 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 271 | 134 | 137 | 159 | 83 | 76 |
Losing Trades | 66 | 34 | 32 | 178 | 85 | 93 |
Profitability (%) | 80.4154 | 79.7619 | 81.0651 | 47.181 | 49.4048 | 44.9704 |
Ratio Avg Win / Avg Loss | 0.1087 | 0.2335 | 0.0673 | 1.1154 | 1.8823 | 0.8457 |
Largest Winning Trade | 19272 | 19272 | 15765 | 2913876 | 1119116 | 2913876 |
Largest Losing Trade | -550235 | -57484 | -550235 | -2994767 | -389208 | -2994767 |
Avg Bars in Trades | 64 | 72 | 57 | 64 | 72 | 57 |
Avg Bars in Winners | 22 | 20 | 24 | 80 | 92 | 66 |
Avg Bars in Losers | 239 | 275 | 200 | 51 | 52 | 50 |
Bars Traded | 21891 | 12142 | 9748 | 21891 | 12142 | 9748 |
Profit Streak | 0 | 47.2249 | 0 | 0 | 47.2249 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575086 | -574717 | -576178 | -578445 | 441405 | -582404 |
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{ "first_band": { "type": "fwma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 234, "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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