Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1475742.1446 | 183181.2647 | -1658923.4093 | -118743.0028 | 8227556.419 | -8346299.4218 |
Total P&L (%) | -1475.7421 | 183.1813 | -1658.9234 | -118.743 | 8227.5564 | -8346.2994 |
Avg Daily Profit (%) | -0.6539 | 0.0812 | -0.735 | 0 | 0.1961 | 0 |
Buy And Hold Return (%) | 457.4324 | 457.4324 | 457.4324 | 457.4324 | 457.4324 | 457.4324 |
Max Trade Drawdown | -1865373 | -67307 | -1864355 | -14838912 | -2232482 | -16634081 |
Profit Factor | 0.3658 | 1.8676 | 0.216 | 0.9947 | 3.3428 | 0.555 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 23 | 27 | 54 | 30 | 24 |
Losing Trades | 38 | 21 | 17 | 34 | 14 | 20 |
Profitability (%) | 56.8182 | 52.2727 | 61.3636 | 61.3636 | 68.1818 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.278 | 1.7052 | 0.136 | 0.6263 | 1.56 | 0.4625 |
Largest Winning Trade | 84535 | 84535 | 57214 | 3540596 | 3540596 | 3043484 |
Largest Losing Trade | -1647542 | -27048 | -1647542 | -14831405 | -1960388 | -14831405 |
Avg Bars in Trades | 72 | 31 | 114 | 72 | 31 | 114 |
Avg Bars in Winners | 56 | 22 | 85 | 56 | 23 | 97 |
Avg Bars in Losers | 93 | 40 | 159 | 98 | 48 | 134 |
Bars Traded | 6403 | 1382 | 5022 | 6403 | 1382 | 5022 |
Profit Streak | 37.2503 | 0 | 67.5836 | 0 | 166.2503 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579114 | -246471 | -578688 | -578792 | 640020 | -580130 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 247, "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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