Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2340034.9613 | 28369.9519 | -2368404.9132 | 16030769.5083 | -70756211.3444 | 86786980.8527 |
Total P&L (%) | -2340.035 | 28.37 | -2368.4049 | 16030.7695 | -70756.2113 | 86786.9809 |
Avg Daily Profit (%) | -1.2522 | 0.0152 | -1.2674 | 0.2724 | 0 | 0.3628 |
Buy And Hold Return (%) | 481.7087 | 481.7087 | 481.7087 | 481.7087 | 481.7087 | 481.7087 |
Max Trade Drawdown | -2444660 | -64410 | -2481249 | -226572612 | -73678955 | -185051237 |
Profit Factor | 0.2001 | 1.3261 | 0.1655 | 1.0339 | 0.3618 | 1.2398 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 16 | 23 | 33 | 12 | 21 |
Losing Trades | 26 | 17 | 9 | 32 | 21 | 11 |
Profitability (%) | 60 | 48.4848 | 71.875 | 50.7692 | 36.3636 | 65.625 |
Ratio Avg Win / Avg Loss | 0.1334 | 1.409 | 0.0648 | 1.0026 | 0.6332 | 0.6494 |
Largest Winning Trade | 45691 | 32692 | 45691 | 91585928 | 9144770 | 91585928 |
Largest Losing Trade | -1402558 | -13273 | -1402558 | -104683493 | -19659030 | -104683493 |
Avg Bars in Trades | 75 | 5 | 147 | 75 | 5 | 147 |
Avg Bars in Winners | 51 | 3 | 85 | 74 | 3 | 115 |
Avg Bars in Losers | 110 | 7 | 304 | 75 | 6 | 207 |
Bars Traded | 4893 | 187 | 4706 | 4893 | 187 | 4706 |
Profit Streak | 232.9273 | 232.9273 | 235.594 | 232.9273 | 232.9273 | 235.594 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714508 | -337843 | -577384 | -309497 | -585237 | 362236 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.87972, "nc": 0.03654 } }, "second_band": { "type": "bbl", "factors": { "length": 105, "offset": 0, "std": 2.52259 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.87972, "nc": 0.03654 } }, "second_band": { "type": "bbl", "factors": { "length": 105, "offset": 0, "std": 2.52259 } } }
# | 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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