Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -12480185.1281 | -7685.9561 | -12472499.172 | 27774584.2161 | 34076601.4645 | -6302017.2485 |
Total P&L (%) | -12480.1851 | -7.686 | -12472.4992 | 27774.5842 | 34076.6015 | -6302.0172 |
Avg Daily Profit (%) | -6.7303 | -0.0041 | -6.7261 | 0.3041 | 0.3151 | 0 |
Buy And Hold Return (%) | 7039.3802 | 7039.3802 | 7039.3802 | 7039.3802 | 7039.3802 | 7039.3802 |
Max Trade Drawdown | -12580982 | -57455 | -12544963 | -85677174 | -8298860 | -112150318 |
Profit Factor | 0.0335 | 0.9238 | 0.0265 | 1.178 | 3.4757 | 0.9557 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 44 | 17 | 27 | 44 | 27 | 17 |
Losing Trades | 31 | 21 | 10 | 31 | 11 | 20 |
Profitability (%) | 58.6667 | 44.7368 | 72.973 | 58.6667 | 71.0526 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.0236 | 1.1411 | 0.0098 | 0.83 | 1.416 | 1.1244 |
Largest Winning Trade | 40628 | 18691 | 40628 | 78820083 | 7046059 | 78820083 |
Largest Losing Trade | -12035381 | -12193 | -12035381 | -21551293 | -8298860 | -21551293 |
Avg Bars in Trades | 68 | 3 | 135 | 68 | 3 | 135 |
Avg Bars in Winners | 37 | 2 | 58 | 47 | 3 | 118 |
Avg Bars in Losers | 113 | 4 | 343 | 98 | 3 | 150 |
Bars Traded | 5159 | 135 | 5024 | 5159 | 135 | 5024 |
Profit Streak | 86.9708 | 152.9708 | 86.9708 | 86.9708 | 152.9708 | 86.9708 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639203 | -579515 | -576833 | -78160 | 628405 | -579721 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.87322, "nc": 0.1 } }, "second_band": { "type": "dcl", "factors": { "length": 151, "offset": 0 } } }
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# | 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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