Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6080192.7546 | 63307.9213 | -6143500.6759 | -7661381.1562 | 11515284.5076 | -19176665.6639 |
Total P&L (%) | -6080.1928 | 63.3079 | -6143.5007 | -7661.3812 | 11515.2845 | -19176.6657 |
Avg Daily Profit (%) | -3.0966 | 0.0322 | -3.1289 | 0 | 0.2425 | 0 |
Buy And Hold Return (%) | 1710.1145 | 1710.1145 | 1710.1145 | 1710.1145 | 1710.1145 | 1710.1145 |
Max Trade Drawdown | -6221187 | -90521 | -6216887 | -39435525 | -18453249 | -26718538 |
Profit Factor | 0.0756 | 1.3383 | 0.0386 | 0.8942 | 1.415 | 0.571 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 52 | 27 | 25 | 34 | 17 | 17 |
Losing Trades | 22 | 10 | 12 | 40 | 20 | 20 |
Profitability (%) | 70.2703 | 72.973 | 67.5676 | 45.9459 | 45.9459 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.032 | 0.4957 | 0.0185 | 1.0521 | 1.6647 | 0.6717 |
Largest Winning Trade | 24687 | 24687 | 20779 | 20139180 | 20139180 | 7590141 |
Largest Losing Trade | -6204884 | -51427 | -6204884 | -17090998 | -6136855 | -17090998 |
Avg Bars in Trades | 101 | 105 | 97 | 101 | 105 | 97 |
Avg Bars in Winners | 41 | 46 | 35 | 129 | 148 | 110 |
Avg Bars in Losers | 244 | 265 | 226 | 77 | 68 | 87 |
Bars Traded | 7521 | 3908 | 3613 | 7521 | 3908 | 3613 |
Profit Streak | 399.3149 | 0 | 554.8149 | 0 | 549.0649 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646064 | -313960 | -577536 | -649465 | 328807 | -582349 |
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{ "first_band": { "type": "wma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 202, "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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