Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1757617.9277 | 188564.1896 | -1946182.1173 | -130032201.7432 | 39401056.7827 | -169433258.5259 |
Total P&L (%) | -1757.6179 | 188.5642 | -1946.1821 | -130032.2017 | 39401.0568 | -169433.2585 |
Avg Daily Profit (%) | -0.9432 | 0.1012 | -1.0444 | 0 | 0.3214 | 0 |
Buy And Hold Return (%) | 7935.5009 | 7935.5009 | 7935.5009 | 7935.5009 | 7935.5009 | 7935.5009 |
Max Trade Drawdown | -1891331 | -66875 | -1999274 | -359989894 | -63912509 | -298423354 |
Profit Factor | 0.2923 | 1.9283 | 0.1466 | 0.6993 | 1.3969 | 0.4913 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 19 | 22 | 44 | 19 | 25 |
Losing Trades | 38 | 21 | 17 | 35 | 21 | 14 |
Profitability (%) | 51.8987 | 47.5 | 56.4103 | 55.6962 | 47.5 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.2709 | 2.1313 | 0.1133 | 0.5562 | 1.544 | 0.2752 |
Largest Winning Trade | 129751 | 129751 | 60537 | 77984950 | 50204431 | 77984950 |
Largest Losing Trade | -1191756 | -22457 | -1191756 | -257331763 | -42235531 | -257331763 |
Avg Bars in Trades | 43 | 17 | 70 | 43 | 17 | 70 |
Avg Bars in Winners | 32 | 19 | 44 | 41 | 20 | 57 |
Avg Bars in Losers | 54 | 16 | 102 | 45 | 15 | 91 |
Bars Traded | 3438 | 707 | 2731 | 3438 | 707 | 2731 |
Profit Streak | 80.3583 | 84.8583 | 80.3583 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610441 | -219709 | -579368 | -611317 | 317939 | -578929 |
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{ "first_band": { "type": "pwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 22, "offset": 50 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 22, "offset": 50 } } }
# | 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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