Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2081118.4075 | -88805.7314 | -1992312.676 | 323186.6767 | -8760896.46 | 9084083.1367 |
Total P&L (%) | -2081.1184 | -88.8057 | -1992.3127 | 323.1867 | -8760.8965 | 9084.0831 |
Avg Daily Profit (%) | -1.1661 | -0.0498 | -1.1163 | 0.0809 | 0 | 0.2536 |
Buy And Hold Return (%) | 435.4928 | 435.4928 | 435.4928 | 435.4928 | 435.4928 | 435.4928 |
Max Trade Drawdown | -2171960 | -208345 | -1149014 | -15719915 | -15362892 | -2706010 |
Profit Factor | 0.1918 | 0.7491 | 0.103 | 1.0121 | 0.5444 | 2.2047 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 65 | 56.6667 | 73.3333 | 65 | 56.6667 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.1033 | 0.5728 | 0.0374 | 0.545 | 0.4163 | 0.8017 |
Largest Winning Trade | 67416 | 67416 | 30109 | 10452256 | 6413489 | 10452256 |
Largest Losing Trade | -1113086 | -66879 | -1113086 | -7765725 | -7765725 | -2553068 |
Avg Bars in Trades | 344 | 391 | 297 | 344 | 391 | 297 |
Avg Bars in Winners | 162 | 166 | 159 | 190 | 182 | 197 |
Avg Bars in Losers | 683 | 686 | 677 | 631 | 665 | 575 |
Bars Traded | 20694 | 11758 | 8936 | 20694 | 11758 | 8936 |
Profit Streak | 147.71 | 147.71 | 280.6267 | 147.71 | 147.71 | 280.6267 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750797 | -578578 | -576408 | -629694 | -578578 | 514197 |
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{ "first_band": { "type": "wma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 169, "offset": 159 } } }
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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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