Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2443866.9 | -134285.2407 | -2309581.6593 | 114389.6797 | -7392877.3015 | 7507266.9812 |
Total P&L (%) | -2443.8669 | -134.2852 | -2309.5817 | 114.3897 | -7392.8773 | 7507.267 |
Avg Daily Profit (%) | -1.369 | -0.0752 | -1.2938 | 0.0427 | 0 | 0.2429 |
Buy And Hold Return (%) | 364.7552 | 364.7552 | 364.7552 | 364.7552 | 364.7552 | 364.7552 |
Max Trade Drawdown | -2613633 | -244279 | -2399712 | -26184614 | -12787580 | -17087140 |
Profit Factor | 0.171 | 0.6425 | 0.1021 | 1.0031 | 0.5111 | 1.3491 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 67 | 30 | 37 | 65 | 29 | 36 |
Losing Trades | 25 | 16 | 9 | 27 | 17 | 10 |
Profitability (%) | 72.8261 | 65.2174 | 80.4348 | 70.6522 | 63.0435 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.0638 | 0.3427 | 0.0248 | 0.4167 | 0.2996 | 0.3748 |
Largest Winning Trade | 32100 | 32100 | 28070 | 23588874 | 2232065 | 23588874 |
Largest Losing Trade | -1374518 | -68055 | -1374518 | -17087140 | -6074084 | -17087140 |
Avg Bars in Trades | 112 | 131 | 93 | 112 | 131 | 93 |
Avg Bars in Winners | 38 | 36 | 39 | 47 | 42 | 52 |
Avg Bars in Losers | 312 | 309 | 316 | 268 | 282 | 243 |
Bars Traded | 10349 | 6034 | 4314 | 10349 | 6034 | 4314 |
Profit Streak | 76.3521 | 76.3521 | 117.1854 | 76.3521 | 76.3521 | 117.1854 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575672 | -577312 | -575349 | -515546 | -577593 | 442170 |
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{ "first_band": { "type": "wma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 187, "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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