Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1716648.1926 | -87680.856 | -1628967.3366 | 18538.516 | 10810491.8075 | -10791953.2915 |
Total P&L (%) | -1716.6482 | -87.6809 | -1628.9673 | 18.5385 | 10810.4918 | -10791.9533 |
Avg Daily Profit (%) | -0.9126 | -0.0466 | -0.866 | 0.009 | 0.2498 | 0 |
Buy And Hold Return (%) | 549.3792 | 549.3792 | 549.3792 | 549.3792 | 549.3792 | 549.3792 |
Max Trade Drawdown | -1931550 | -217131 | -1738346 | -10080895 | -1042819 | -13016111 |
Profit Factor | 0.2459 | 0.7519 | 0.1529 | 1.001 | 7.4071 | 0.346 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 62 | 28 | 34 | 52 | 31 | 21 |
Losing Trades | 26 | 16 | 10 | 36 | 13 | 23 |
Profitability (%) | 70.4545 | 63.6364 | 77.2727 | 59.0909 | 70.4545 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.1031 | 0.4297 | 0.045 | 0.693 | 3.1062 | 0.379 |
Largest Winning Trade | 33021 | 33021 | 23915 | 4067999 | 4067999 | 2166057 |
Largest Losing Trade | -895724 | -58324 | -895724 | -10080895 | -692905 | -10080895 |
Avg Bars in Trades | 60 | 71 | 50 | 60 | 71 | 50 |
Avg Bars in Winners | 24 | 27 | 22 | 74 | 82 | 63 |
Avg Bars in Losers | 146 | 147 | 146 | 41 | 44 | 39 |
Bars Traded | 5364 | 3134 | 2230 | 5364 | 3134 | 2230 |
Profit Streak | 156.3451 | 169.3451 | 156.3451 | 156.3451 | 169.3451 | 156.3451 |
Trades During Streak | 13 | 7 | 6 | 13 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575980 | -577484 | -575742 | -564554 | 762086 | -580161 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.04573 } }, "second_band": { "type": "wma", "factors": { "length": 210, "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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