Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2349255.5103 | 17680.2006 | -2366935.711 | -977030.769 | -25851512.9187 | 24874482.1497 |
Total P&L (%) | -2349.2555 | 17.6802 | -2366.9357 | -977.0308 | -25851.5129 | 24874.4822 |
Avg Daily Profit (%) | -1.262 | 0.0095 | -1.2715 | 0 | 0 | 0.297 |
Buy And Hold Return (%) | 7078.6239 | 7078.6239 | 7078.6239 | 7078.6239 | 7078.6239 | 7078.6239 |
Max Trade Drawdown | -2481777 | -155403 | -2449059 | -34492716 | -26135014 | -11447033 |
Profit Factor | 0.2508 | 1.048 | 0.1447 | 0.9874 | 0.3846 | 1.6984 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 182 | 89 | 93 | 141 | 66 | 75 |
Losing Trades | 73 | 39 | 34 | 114 | 62 | 52 |
Profitability (%) | 71.3725 | 69.5313 | 73.2283 | 55.2941 | 51.5625 | 59.0551 |
Ratio Avg Win / Avg Loss | 0.1006 | 0.4592 | 0.0529 | 0.7983 | 0.3613 | 1.1775 |
Largest Winning Trade | 32116 | 24682 | 32116 | 39170939 | 4355878 | 39170939 |
Largest Losing Trade | -1655997 | -59401 | -1655997 | -10858654 | -10607693 | -10858654 |
Avg Bars in Trades | 42 | 30 | 54 | 42 | 30 | 54 |
Avg Bars in Winners | 16 | 14 | 18 | 33 | 20 | 44 |
Avg Bars in Losers | 106 | 67 | 151 | 53 | 40 | 68 |
Bars Traded | 10812 | 3903 | 6909 | 10812 | 3903 | 6909 |
Profit Streak | 26.9433 | 78.9433 | 26.9433 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575208 | -511501 | -577165 | -578757 | -580789 | 333947 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.76032, "nb": 0.1, "nc": 0.78044 } }, "second_band": { "type": "dcl", "factors": { "length": 23, "offset": 172 } } }
# | 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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