Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2297494.7267 | 28617.1257 | -2326111.8523 | -8317790.0754 | -58119305.5783 | 49801515.5029 |
Total P&L (%) | -2297.4947 | 28.6171 | -2326.1119 | -8317.7901 | -58119.3056 | 49801.5155 |
Avg Daily Profit (%) | -1.2344 | 0.0154 | -1.2498 | 0 | 0 | 0.3344 |
Buy And Hold Return (%) | 9899.5843 | 9899.5843 | 9899.5843 | 9899.5843 | 9899.5843 | 9899.5843 |
Max Trade Drawdown | -2465488 | -143047 | -2427837 | -110044854 | -69580055 | -57207886 |
Profit Factor | 0.207 | 1.1087 | 0.1168 | 0.9507 | 0.3642 | 1.6446 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 175 | 88 | 87 | 118 | 56 | 62 |
Losing Trades | 39 | 19 | 20 | 96 | 51 | 45 |
Profitability (%) | 81.7757 | 82.243 | 81.3084 | 55.1402 | 52.3364 | 57.9439 |
Ratio Avg Win / Avg Loss | 0.0461 | 0.2394 | 0.0269 | 0.7734 | 0.3317 | 1.1937 |
Largest Winning Trade | 21109 | 18630 | 21109 | 59843495 | 3470342 | 59843495 |
Largest Losing Trade | -1663196 | -58851 | -1663196 | -53919196 | -33394316 | -53919196 |
Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Winners | 12 | 15 | 8 | 38 | 28 | 48 |
Avg Bars in Losers | 221 | 212 | 231 | 64 | 74 | 52 |
Bars Traded | 10751 | 5372 | 5379 | 10751 | 5372 | 5379 |
Profit Streak | 44.462 | 91.1287 | 44.462 | 0 | 0 | 0 |
Trades During Streak | 3 | 9 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574176 | -434954 | -576198 | -578991 | -580744 | 382931 |
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{ "first_band": { "type": "wma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 174, "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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