Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2317915.8469 | -118540.5396 | -2199375.3073 | -222090.2794 | 10565173.8052 | -10787264.0845 |
Total P&L (%) | -2317.9158 | -118.5405 | -2199.3753 | -222.0903 | 10565.1738 | -10787.2641 |
Avg Daily Profit (%) | -0.9982 | -0.0511 | -0.9472 | 0 | 0.2013 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2494248 | -223252 | -2305930 | -17984587 | -2239576 | -17429784 |
Profit Factor | 0.186 | 0.6553 | 0.1216 | 0.9893 | 4.8295 | 0.4002 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 41 | 18 | 23 | 25 | 14 | 11 |
Losing Trades | 18 | 11 | 7 | 34 | 15 | 19 |
Profitability (%) | 69.4915 | 62.069 | 76.6667 | 42.3729 | 48.2759 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.0817 | 0.4005 | 0.037 | 1.3454 | 5.1744 | 0.6913 |
Largest Winning Trade | 54151 | 54151 | 35726 | 9686837 | 9686837 | 3173581 |
Largest Losing Trade | -1863796 | -81958 | -1863796 | -12070548 | -2029156 | -12070548 |
Avg Bars in Trades | 145 | 167 | 123 | 145 | 167 | 123 |
Avg Bars in Winners | 67 | 80 | 56 | 197 | 235 | 149 |
Avg Bars in Losers | 322 | 310 | 342 | 106 | 104 | 107 |
Bars Traded | 8562 | 4867 | 3695 | 8562 | 4867 | 3695 |
Profit Streak | 168.5694 | 168.5694 | 273.5694 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756175 | -577857 | -575952 | -761577 | 539755 | -586010 |
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{ "first_band": { "type": "ema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 246, "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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