Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2078823.4259 | 30384.937 | -2109208.3629 | -3543166.955 | -23300049.7467 | 19756882.7917 |
Total P&L (%) | -2078.8234 | 30.3849 | -2109.2084 | -3543.167 | -23300.0497 | 19756.8828 |
Avg Daily Profit (%) | -1.1123 | 0.0163 | -1.1285 | 0 | 0 | 0.2835 |
Buy And Hold Return (%) | 8482.4966 | 8482.4966 | 8482.4966 | 8482.4966 | 8482.4966 | 8482.4966 |
Max Trade Drawdown | -2254296 | -150574 | -2179430 | -27743091 | -24451379 | -6721708 |
Profit Factor | 0.1819 | 1.137 | 0.0906 | 0.9131 | 0.1704 | 2.5584 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 54 | 27 | 27 | 29 | 12 | 17 |
Losing Trades | 16 | 8 | 8 | 41 | 23 | 18 |
Profitability (%) | 77.1429 | 77.1429 | 77.1429 | 41.4286 | 34.2857 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.0539 | 0.3369 | 0.0268 | 1.2909 | 0.3265 | 2.7089 |
Largest Winning Trade | 32736 | 32736 | 17118 | 24369316 | 1729020 | 24369316 |
Largest Losing Trade | -1412694 | -58369 | -1412694 | -10148929 | -10148929 | -3902537 |
Avg Bars in Trades | 73 | 71 | 75 | 73 | 71 | 75 |
Avg Bars in Winners | 27 | 31 | 24 | 63 | 49 | 73 |
Avg Bars in Losers | 228 | 209 | 247 | 80 | 83 | 77 |
Bars Traded | 5156 | 2517 | 2638 | 5156 | 2517 | 2638 |
Profit Streak | 108.8827 | 156.216 | 108.8827 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674330 | -403546 | -576311 | -681222 | -586898 | 301299 |
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{ "first_band": { "type": "fwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "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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