Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1458797.2308 | -369.6898 | -1458427.5411 | 568074.8605 | -10516708.01 | 11084782.8705 |
Total P&L (%) | -1458.7972 | -0.3697 | -1458.4275 | 568.0749 | -10516.708 | 11084.7829 |
Avg Daily Profit (%) | -0.6181 | -0.0002 | -0.618 | 0.0805 | 0 | 0.2001 |
Buy And Hold Return (%) | 528.2286 | 528.2286 | 528.2286 | 528.2286 | 528.2286 | 528.2286 |
Max Trade Drawdown | -1640576 | -136393 | -1564712 | -18523368 | -16895354 | -7701442 |
Profit Factor | 0.272 | 0.9986 | 0.162 | 1.0185 | 0.5161 | 2.235 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 72 | 35 | 37 | 72 | 34 | 38 |
Losing Trades | 18 | 10 | 8 | 18 | 11 | 7 |
Profitability (%) | 80 | 77.7778 | 82.2222 | 80 | 75.5556 | 84.4444 |
Ratio Avg Win / Avg Loss | 0.068 | 0.2853 | 0.035 | 0.2546 | 0.167 | 0.4117 |
Largest Winning Trade | 27334 | 15256 | 27334 | 6090805 | 1725663 | 6090805 |
Largest Losing Trade | -1056132 | -57069 | -1056132 | -8535991 | -8535991 | -3765090 |
Avg Bars in Trades | 50 | 54 | 46 | 50 | 54 | 46 |
Avg Bars in Winners | 16 | 16 | 17 | 21 | 16 | 25 |
Avg Bars in Losers | 185 | 187 | 183 | 168 | 171 | 162 |
Bars Traded | 4547 | 2440 | 2107 | 4547 | 2440 | 2107 |
Profit Streak | 0 | 138.7005 | 0 | 0 | 138.7005 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576371 | -575664 | -576607 | -424793 | -575952 | 500451 |
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{ "first_band": { "type": "fwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 163, "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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