Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2450947.371 | -7249.6015 | -2443697.7695 | -197593.528 | -19451582.3084 | 19253988.7804 |
Total P&L (%) | -2450.9474 | -7.2496 | -2443.6978 | -197.5935 | -19451.5823 | 19253.9888 |
Avg Daily Profit (%) | -1.3135 | -0.0039 | -1.3096 | 0 | 0 | 0.2826 |
Buy And Hold Return (%) | 7539.9949 | 7539.9949 | 7539.9949 | 7539.9949 | 7539.9949 | 7539.9949 |
Max Trade Drawdown | -2567477 | -166567 | -2501577 | -34263353 | -30995935 | -9319923 |
Profit Factor | 0.2099 | 0.9791 | 0.1129 | 0.9972 | 0.5442 | 1.7028 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 212 | 107 | 105 | 151 | 74 | 77 |
Losing Trades | 52 | 25 | 27 | 113 | 58 | 55 |
Profitability (%) | 80.303 | 81.0606 | 79.5455 | 57.197 | 56.0606 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.0515 | 0.2288 | 0.029 | 0.7462 | 0.4265 | 1.2163 |
Largest Winning Trade | 23253 | 23253 | 10115 | 30455234 | 2402062 | 30455234 |
Largest Losing Trade | -1723591 | -63557 | -1723591 | -13616679 | -13616679 | -7661680 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 6 | 6 | 5 | 19 | 17 | 21 |
Avg Bars in Losers | 108 | 107 | 110 | 35 | 35 | 35 |
Bars Traded | 6998 | 3393 | 3605 | 6998 | 3393 | 3605 |
Profit Streak | 50.0945 | 81.5945 | 50.0945 | 0 | 0 | 0 |
Trades During Streak | 13 | 9 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573459 | -574813 | -575019 | -578186 | -579918 | 306189 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.99611, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.99611, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "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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