Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1958440.5901 | -35865.4749 | -1922575.1151 | 2296905.4704 | -1134404.855 | 3431310.3254 |
Total P&L (%) | -1958.4406 | -35.8655 | -1922.5751 | 2296.9055 | -1134.4049 | 3431.3103 |
Avg Daily Profit (%) | -0.9911 | -0.0182 | -0.973 | 0.1609 | 0 | 0.1805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2181433 | -35319 | -2178461 | -4789218 | -1132694 | -4858733 |
Profit Factor | 0.2086 | 0.4736 | 0.2011 | 1.178 | 0.3367 | 1.3066 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 16 | 23 | 35 | 11 | 24 |
Losing Trades | 38 | 23 | 15 | 42 | 28 | 14 |
Profitability (%) | 50.6494 | 41.0256 | 60.5263 | 45.4545 | 28.2051 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.2032 | 0.6808 | 0.1311 | 1.4136 | 0.8571 | 0.7622 |
Largest Winning Trade | 72564 | 5538 | 72564 | 3220595 | 115149 | 3220595 |
Largest Losing Trade | -1987970 | -10172 | -1987970 | -3940233 | -271442 | -3940233 |
Avg Bars in Trades | 145 | 2 | 291 | 145 | 2 | 291 |
Avg Bars in Winners | 100 | 2 | 168 | 112 | 3 | 162 |
Avg Bars in Losers | 191 | 2 | 480 | 172 | 2 | 513 |
Bars Traded | 11199 | 109 | 11090 | 11199 | 109 | 11090 |
Profit Streak | 0 | 0 | 537.3984 | 0 | 0 | 537.3984 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -626971 | -583969 | -578441 | -65049 | -596168 | 324248 |
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{ "first_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 38, "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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