Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1981247.4263 | -123820.6692 | -1857426.7571 | -112910.6395 | 6429351.4242 | -6542262.0637 |
Total P&L (%) | -1981.2474 | -123.8207 | -1857.4268 | -112.9106 | 6429.3514 | -6542.2621 |
Avg Daily Profit (%) | -0.854 | -0.0534 | -0.8006 | 0 | 0.1803 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2111721 | -219941 | -1933328 | -11220677 | -2100999 | -10011579 |
Profit Factor | 0.2257 | 0.6934 | 0.138 | 0.9913 | 3.4264 | 0.3682 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 73 | 33 | 40 | 31 | 17 | 14 |
Losing Trades | 20 | 13 | 7 | 62 | 29 | 33 |
Profitability (%) | 78.4946 | 71.7391 | 85.1064 | 33.3333 | 36.9565 | 29.7872 |
Ratio Avg Win / Avg Loss | 0.0618 | 0.2731 | 0.0242 | 1.9826 | 5.845 | 0.868 |
Largest Winning Trade | 64162 | 64162 | 31752 | 5005674 | 5005674 | 1215894 |
Largest Losing Trade | -1476118 | -84144 | -1476118 | -7572035 | -1252839 | -7572035 |
Avg Bars in Trades | 68 | 82 | 55 | 68 | 82 | 55 |
Avg Bars in Winners | 21 | 23 | 20 | 120 | 146 | 88 |
Avg Bars in Losers | 240 | 232 | 256 | 42 | 44 | 41 |
Bars Traded | 6399 | 3797 | 2602 | 6399 | 3797 | 2602 |
Profit Streak | 167.3838 | 167.3838 | 271.3838 | 0 | 0 | 0 |
Trades During Streak | 17 | 8 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574846 | -576389 | -574828 | -584233 | 339236 | -589412 |
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{ "first_band": { "type": "fwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "sma", "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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