Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1971890.9427 | -128197.7482 | -1843693.1945 | -108763.14 | 3964025.0704 | -4072788.2104 |
Total P&L (%) | -1971.8909 | -128.1977 | -1843.6932 | -108.7631 | 3964.0251 | -4072.7882 |
Avg Daily Profit (%) | -0.854 | -0.0555 | -0.7985 | 0 | 0.1606 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2066256 | -206383 | -1910820 | -6340643 | -904970 | -6131601 |
Profit Factor | 0.2137 | 0.6715 | 0.1293 | 0.986 | 3.8499 | 0.3604 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 63 | 28 | 35 | 29 | 16 | 13 |
Losing Trades | 20 | 13 | 7 | 54 | 25 | 29 |
Profitability (%) | 75.9036 | 68.2927 | 83.3333 | 34.9398 | 39.0244 | 30.9524 |
Ratio Avg Win / Avg Loss | 0.0678 | 0.3118 | 0.0259 | 1.836 | 6.0155 | 0.804 |
Largest Winning Trade | 64162 | 64162 | 29757 | 2848885 | 2848885 | 761617 |
Largest Losing Trade | -1476118 | -82994 | -1476118 | -4797361 | -687218 | -4797361 |
Avg Bars in Trades | 76 | 92 | 61 | 76 | 92 | 61 |
Avg Bars in Winners | 24 | 26 | 22 | 131 | 158 | 97 |
Avg Bars in Losers | 243 | 235 | 257 | 47 | 50 | 45 |
Bars Traded | 6385 | 3794 | 2591 | 6385 | 3794 | 2591 |
Profit Streak | 156.1678 | 156.1678 | 260.1678 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576786 | -576929 | -575057 | -585134 | 375112 | -588142 |
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{ "first_band": { "type": "fwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 192, "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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